After you have finished all your coursework, you need to write your thesis proposal. Your proposal consists of the first three chapters of your thesis: Introduction, Review of Related Literature, and Methodology.
In this stage, you can not gather your data yet. Your panel still needs to approve your proposal during your proposal presentation before you can proceed with gathering your data for your thesis.
Note: If you have attended the group topic presentation before, you will still need to present your proposal to your panel again