The UO Libraries provides “Quick Online Guides” to some of the most common citation styles, like those for by the Modern Language Association (many courses in the humanities will recommend this style) or the American Psychological Association (often used in the humanities and social sciences). The Library also details how to cite data.
If you’re unsure about which style to use, feel welcome to ask your instructor. Many instructors will be open to more than one possibility as long as each student picks a style and uses it consistently.
The Purdue Online Writing Lab (OWL) offers excellent, detailed guides to MLA and APA style, as well as help deciding when and why to cite.