Citing your sources properly -- yes, even the images you use and the performances you watch, as well as any interviews you might conduct -- is important and required.
Purdue University's Online Writing Lab (OWL) citation resources are the best ones out there on the web. Generally, Dance courses require that you use either MLA or Chicago style. Detailed information on both styles is available here.
Librarians can help with citations, too!
Here are examples of selected databases appropriate for searching for journal articles on various theater related topics. Primarily scholarly journals can be found in Project Muse and JSTOR. Academic OneFile is a multidisciplinary database with various formats: scholarly journals, popular magazines, trade journals, and newspapers. When searching in this database, select the scholarly, peer-reviewed format when searching for scholarly journal articles.
Check out these examples of specific scholarly journals in theater and the performing arts, found in the database Project Muse. More journal titles can be found by searching in the databases mentioned above, as well as OneSearch. When searching in OneSearch, select "Ursinus College", and then "Article" on the left-hand side of the screen to find available journal articles. You can also click on "Our Journal List" on the library's webpage and type in the title of the journal if you have it on hand.