A research paper is a kind of conversation. You are engaging others in a dialogue that's taking place in their absence. So, to recognize others' contributions to the discussion and to allow anyone reading your paper to join in this exchange of ideas, you need to acknowledge where you found their thoughts.
Moreover, when you take ideas and pass them off as your own, it's plagiarizing. This is one of the worst crimes that one can commit in an academic community. So, make sure that you clearly indicate what your original thoughts are, as well as who may have inspired you to think them.
Central Libraries, SMU
KnightCite: Create citations in MLA, APA, or Chicago/Turabian format then copy and paste them into your bibliography.
The OWL (Online Writing Lab) at Purdue: Research and Citation Resources provides extensive help for constructing citations correctly.
An online version of the Chicago Manual of Style is available.