The Edwardian period in England officially lasted from 1901-1910 but is often extended through the end of World War One in 1918; another term, more applicable to the rest of the Europe, is La Belle Epoque, which stretches slightly longer. A great place to start reading about the period is the blog Edwardian Promenade. Be sure to check out the links.
Simple factual research is all well and good, but for story purposes, I think the little details are more important: what people wore, what they ate, what they did for fun.
Victorian and Edwardian Photographs. This site has a huge range of photographic portraits that, to me, inspire a great many character ideas.
The Museum of Childhood has a section on Edwardian Lives from childhood on.
Neat information from World’s Fairs, 1901-1910 at the National Fairground Archive, that I’ve always thought would make an original background for a novel.
Finally, though the design is cluttered, this site gives lyrics and/or sheet music and listenable links to a number of period music-hall tunes. For classical music of the period (and others), some available for download, visit the music library at the Isabella Stewart Gardner Museum.
And for fun as well as research, Suffrage on Stage. “Woman suffrage is the reform against nature. Look at these ladies sitting on the platform. Observe their physical inability, their mental disability, their spiritual instability and general debility! Could they walk up to the ballot box, mark a ballot, and drop it in? Obviously not. Let us grant for the sake of argument that they could mark a ballot. But could they drop it in? Ah, no. All nature is against it. The laws of man cry out against it. The voice of God cries out against it–and so do I.”
–Marie Jenney Howe, “An Anti-Suffrage Monologue”