From Wikimedia Commons, this picture of artwork at Chora Church in Istanbul shows the Virgin Mary and Saint Joseph going to Bethlehem for the Census of Quirinius (photo by Meister der Kahriye-Cami-Kirche).
After you have chosen a pericope from scripture (or one has been assigned to you by your Professor), the first goal is to explore the context of the passage. Read the text using several translations of the Bible, while noting variations (some of our selection is below, but do note we have many bible translations in many languages, including Greek and Hebrew), and scan your chosen passage for any hint of date, time, historical events, social roles of characters, key phrases, and important theological concepts (for example, in the story of Jesus's birth in the Gospel of Luke, Luke 2:2 mentions the census when "Quirinius was governor of Syria"). Think of all the interesting historical and cultural things of note here! Who was Quirinius? What was the Jewish people's reaction to the census? How did this exhibit the place of the Jewish people in that society? How does Luke use the Census to make a point in his story? How does this timeline of Jesus's birth compare to the other Gospels?
Bible dictionaries and encyclopedias are great ways to explore context.
Listed below is a couple of great bible dictionary and encyclopedia resources available at the School of Theology Library. Look around these call numbers for similar titles, and use bibliographies in what you find to extend your search! The School of Theology Library also has access to BibleWorks and Accordance, computer programs that are great for comparing translations, learning about the geography of areas in the bible, exploring and learning the original languages, and more!
Finally, search our library's online catalog. Biblical commentaries are usually listed under the subject heading "Bible. Criticism, interpretation, etc." It is usually better to search for the entire book your passage is from ("Bible Criticism Interpretation Luke" for the above example).