Please have a good look at the Loyalist Bibliography to determine what primary or secondary sources to search. Research should start with your own family, followed by searching in primary sources such as Vital Statistics (Birth, Marriage, Death), Census Records, Land Records and Loyalist Claims.
There are many secondary sources which can point the way. Some important Loyalist sources are discussed in the presentation
"Getting a Handle on Your Loyalist Ancestor Using Published Sources," which is #49 in my publications list.
Common Sources you can use to research your family history are:
Updated February 12, 2020