Spelling
Spelling was not standardized until the mid to late 19th century. This is particularly a problem for names, both European and Native American. Example: Scaticook, Scaghticoke, Scaticoke or Quinnipiack, Quillipiac, etc. To get the best results, note variant spellings and repeat your searches.
Dates
Digital primary resources often cover two or three centuries. Restricting your search by date and place can be an effective way to limit and focus your results.
All these websites have rich digital collections. They can also be searched for references to books and articles that can be requested through ILL.