The literature review is an essential part of any piece of research. There are various types of literature reviews that range from a scoping review (to get an initial overview of the topic) to a systematic literature review (which has to be both rigorous in it's approach and replicable). You will need to decide what type of review is most appropriate for you.
The purpose of writing a literature review is to critically appraise existing literature in order to give context to your research. For further information about writing a literature review see: