I started with a science fiction story set a few hundred years in the future, which caused something to be transported to the 1800s in Victorian-era New York.
I decided that Cornelius Vanderbilt would be a good model around whom to build my MC. So, I began researching the Vanderbilts, their history, their estate, the mansions, etc.
It was interesting, but the story was so fixed to actual events (and therefore, limiting my creativity), that I had to "reboot" with a different name and dates to fit better into my story line.
I wanted his diaries to sound legitimate (as I was writing in epistolary format), so I began reading Frankenstein and Dracula, since they both use the same literary style. I picked up some of the vocabular and infused it into the diaries, to make it sound more authentic. However, I failed a little because both of those stories were written in England and not in the United States, so some of the language may have been incorrect.
I have researched inventions that existed at that time so my MC would be accurate in the things he had at his disposal, as well as customs of the time, supertsitions, medical knowledge, etc.