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!
While you should never rely solely on websites for your research, the following list of sites have been selected by your professors and librarians, and can be better places to start than just doing a web search.
Innovative Dance Resources