This is where you start to ask & answer questions: What kind of content is this? Is it a blog post, article, or statistic? Who wrote it? Who is it published by?
Investigating the source does not require you to do in-depth research and analysis. Rather, this step is a quick check into the expertise and agenda of the online content in question.
Taking sixty seconds to figure out where it is from before reading will help you decide if it is worth your time, and if it is, help you to better understand its significance and trustworthiness.
Here is a video (2:45) on the importance of verifying your sources.