A research essay is your own beliefs, ideas and understanding of matter which is supported by proven facts as well as fundamental truths or widely held beliefs.
Now examples that are analogous to research essays are a scientist going through various case studies to prove an idea based on certain scientific principles. A lawyer will go through vast amounts of data as the facts found, or investigate the factors involved in the incident and even review similar cases to understand how to solve a case.
Now a research essay written on World War II will go through articles, read factual books or even interview individuals that are survivors of the tragedy in order to develop or prove a point of view through supporting evidence.
A research essay is developed through building on the knowledge/facts you know of a certain subject and attempt to further investigate what experts in the specific field have proven or confirmed. In order to develop a research paper one has to go through an entirety of knowledge in that field to find authenticated and favorable facts.
Now I will mention the two basic elements that build up into a research essay.
One has to perform a literature review which will prove that the person has an understanding on the matter on which they are developing a research essay. This part of your research essay will require you to rephrase and summarize the existing proven facts.
You have to prove your analytical skills through your research paper by proving your understanding on the matter through an explanation from your own perspective.