I'd agree with previous posters that reading contemporary writing is a good place to start - I'd actually avoid modern fiction set at the time of your book in case your writing swallows up an anachronism or two along the way*. Modern historical analysis of the period can be useful though. Remember that the history of the fifty years or so previous to your story's setting will influence the back-stories of your older characters. Going to relevant museums, reading newspapers from the time and scouring the net for contemporary art can help too.
I immerse myself and soak up the period but don't make any notes (because I'm lazy) and then largely trust to my own feeling for the period when writing and check specific details later, either when re-writing or editing. So while I was drafting, pretty much everything I read was either late 19thC fiction or history writing about the period. It does help that I grew up surrounded by antiques (my family is lousy with antiques dealers and restorers), reading the classics and being dragged to historical places and museums, so I have a sort of background sense of history already installed - this can be dangerous when my 'sense' is factually incorrect! It certainly doesn't replace reading and research.
I also came to the conclusion that it's a bad idea to choose a very specific date unless it's vital for the story. I was going to set my story in late December 1886 in East Anglia. That would mean that the weather, tides, railway timetables, etc are details I would want to be correct, and so they can't be fudged for the needs of the story. Screw that. If I want it to snow in my story, it'll damn well snow, whether it did on the 21st Dec 1886 or not. So now my story is just 'late Victorian'.
*Having said that, you need to read what's being published in your genre. I dealt with this conflict by avoiding modern work set in the late victorian period while actually drafting, but reading modern works now that I'm at the editing stage.