Academic sources are written for many different reasons, and you will use them for different purposes. You can organize your thoughts on a topic by organizing your sources using the BEAM method:
Look at each of these sources and think about how you might use them in a paper about Henry VIII and religion. Could you use them for background, examples, arguments, or methodology? Keep in mind that a single source can be used in multiple ways, depending on how you formulate your guiding question.
After you have looked at these resources, work with your table to come up with a few research questions you could ask based on what you've read.