#1 Myth: "Everything is on the Internet." The Internet, particularly the Web is a useful tool for research, but you should realize there are many other resources that may be more useful—and more reliable.
Many types of information sources are available in a digital format—online—via Internet technology. Most of these were first produced in paper format and quite a few exist in both paper and digital versions. These types of sources are usually not free, but are available through a subscription, or for a fee, or in library collections (libraries subscribe to them).
What you need to really understand is which kind of source is best—who wrote and published it and whether it is a reliable source—not whether the source is online or in paper.