Statistics, facts, figures, ideas, and information that is not characterized as common knowledge should be cited.
Any exact language needs to be in quotations and cited, and ideas and/or theories that are not your own also need to be cited.
If you are unsure, play it safe and cite it. Understand when to use quotes and how to paraphrase.
It gives credit to the person who created the idea. Failure to properly cite your source could be construed as plagiarism, and you could get yourself in a lot of trouble.
It provides your readers with the information they need to locate and evaluate the sources you used for themselves.
Cite everything that isn't "common knowledge", which is best defined as a fact known by the general public. A good example of common knowledge would be that George Washington was the first President of the United States.
Learn to use reliable, authoritative, and scholarly resources.
Make an appointment for a research consultation with a librarian. We're here to help with library and research anxiety.
Learn to be an excellent note taker. For each of your sources keep written documentation, including all citation information, all quotes you might refer to, notes on the source, etc.
Understand when to use quotes and how to paraphrase. Below are links to some excellent sources that will help you understand how to engage in good scholarship, while avoiding unintentional plagiarism: