Like Cradle2theGabe said: start with researching historical examples.
However, I would also encourage you to read outside the box by focusing of different voices, looking at different time periods and seeing how colonies fitted in on the world stage.
To expand a little:
1) You could try reading about colonialism and the ongoing effects of colonization from the viewpoint of colonized peoples - either during colonisation or afterwards. This research might give you perspectives that you can use to make your colonialism different from stories that focus more on the invaders' points of view. Reading histories of the British Raj written by Indian authors will often paint different aspects of the same events in comparison to British-authored histories of the Raj.
2) Have a look at events that happened during the lifespan of an empire - how the colonizers and the colonized would have thought about the empire will change over the course of the colony as it's fortunes rise and fall. The colonizers may not initially think of themselves as colonists for example, "We're not invading! We're merely protecting their trading interests and ensuring the safety of some of our citizens!"
The events around WW2 also make for a good RW example - particularly in colonies that were occupied by forces other than the original colonists, or were in danger of being attacked. Here, the locals will have witnessed the potential panic and confusion on the part of their imperial masters and perhaps begun to doubt the 'rightness' of being ruled over by people who aren't so mighty after all.
3) Colonies are not isolated from their neighbours who might or might not be colonised themselves. Different stresses and strains will impact colonies who are surrounded by independent countries, compared to those surrounded by colonized countries (whether colonized by rival states or friendly ones). Again real world examples will give you good ideas on how colonies might be made to differ depending on the state of their neighbours and the world around them.