First decide what the purpose of your review is. A systematic review needs to be comprehensive. The aim of the search is to find ALL the original research that can help to answer the research question. Other types of review aim to find a representative sample of the papers available, and some reviews aim to retrieve not just primary research but also other forms of evidence. Knowing what type of evidence you want, and how comprehensive you intend the search to be will help you make the decision about where to search.
The next step is to look at what databases are available to you and whether combining them together will allow you to look at all the sources in which your evidence might be found. Each database indexes a certain number of journals, books, conference proceedings and other evidence-your intention is to use databases to reduce gaps in your search. You want to look at all the relevant sources but not duplicate too much.
Each database defines its scope, telling you what it includes. Identify the long-list of potential databases by using the library database finder. Next look at scope note that usually accompanies each of the databases available in the library which will give you enough information to know whether the database is suitable or not. Next go to the database itself and look at the ‘help’ or ‘search tips’ section, which will give you a little more detail. While you are doing this you can also take note of the type of evidence that is included in the database. Web of Sciences core collection for example, indexes conference proceedings, abstracts and books as well as journal papers. In order to retrieve more of what you want and less noise you will need to exclude a number of types of evidence.