A literature review is not complicated. It's simply a written explanation of what others have done, and a justification of why you need to do more.
Think about it like this:
You and your daughter have a craving for homemade chocolate chip cookies. You check the jar, but only find crumbs. With recipe in hand, you look in the cupboards and make a list of what you need to pick up at the store. At Von's, you get flour from the baking aisle, eggs in dairy and aluminum foil in the paper section. You wanted walnuts, but they were out. Back home you gather all the ingredients, bring out the equipment, and start mixing. By 8:00, you're watching Game of Thrones with a plate of cookies and a big glass of milk.
What does this mean?
Your craving is a hunch, an idea, a curiosity about something. It may start off as a question (e.g. "I wonder if male military veterans are more likely to experience depression than female military veterans?"). You do some preliminary looking (check the jar, but only find crumbs) and see that there are some articles on this topic, or related to it, but not much. Now, because no one seems to have addressed this issue, you are even more curious, and come up with a strategy (recipe) to answer the question. Before you begin your project or thesis, you need to be absolutely confident that no one has investigated this the way you want to, and that you have thoroughly gathered all the articles, research reports, interviews, dissertations, conference papers (ingredients) to prove that your are doing something unique. The mixing is the literature review; a synthesis, a blending together of everything you have found. When you have completed your thesis (the plate of cookies) you have satisfactorily answered the question for yourself and your audience (daughter).
Dr. Arlene Fink of UCLA has written a great book (Conducting research literature reviews) which defines a literature review in much more detail, and developed a series of steps to follow. This guide is a modification of those steps.
1. Select a research question
2. Choose resources
3. Identify search terms
4. Sift and review