It's A Slow Reveal
Will I Be Able To Solve My Mystery On The First Box?
The answer is no. This game is a marathon, not a quick sprint. Some things may not reveal their connections until several boxes in. So have patience, research what you can, document everything, and wait for your Friend to reveal his plan. He will let you know what you need to know. He won't leave you in the dark for too long. Most of the information you will need will come from your friend. That isn't to say outside research isn't involved, but your Friend will be your main resource of information.