Having done years of research (terminal degree in basic science), I can tell you that learning how to ask the right questions is one of the most important research skills to learn. And it's not an easy skill to acquire.
I'm excited that you're interested in research. I would encourage you to really dig in and try to learn what research is all about rather than just trying to pad your CV with a retrospective study or conference presentation. There are so many big-picture research skills that students and young trainees often lose sight of because they're so focused on the minutiae. Examples of minutiae could be learning how to perform an assay (in basic science research) or learning how to quickly mine through a research database (in clinical research). Try to learn how to present research well (orally and in written form), network at meetings, write a small grant if you have the chance, etc.
Some advice I would give you is to find an area that interests you and become extremely familiar with the literature that's out there on the topic. This can be done through PubMed searches, reading textbooks, etc. If you do this, you'll be able to get a sense of what is known and what is not. Often, in the discussion section of research articles, the investigators will clearly write about gaps in knowledge related to their given topic, and present a section where they discuss what the potential future areas of research are in that field. The investigators know that they can't answer every question with their study, so they are basically encouraging others to investigate these topics. Take one of these suggestions and run with it.
My PhD advisor used to tell me that whatever specific area you are investigating, you are the world's foremost expert on it. I didn't always feel like that, but that was both an encouragement to me that I could handle most, if not all, questions that were posed to me when I presented my research to others, but also a challenge to me to know everything about my area of research. Knowing the literature extremely well will help you ask good research questions. It's time consuming, but totally worth it (and necessary!).
I hope this helps.
