If you're having trouble with the MLA, look up "The Owl at Purdue, MLA", and also look at easybib(.)com. OaP can help you figure out how to cite sources, and easybib will actually create the citations for you. It doesn't matter if you don't have a thesis statement right now; that comes later, *after* you've done your research. For now, just look up a bunch of sources that talk about chivalry or hubris. I know chivalry was a big deal during medieval times, so maybe search up a book/website/etc. on medieval customs and look up chivalry as a subsection in it? Also, don't be afraid to go to a library and ask the librarian for help. They will be more than willing, and can probably find you relevant sources within minutes. As for the annotations, they're the easiest bit. They should be a few sentences long. In the first sentence or two, summarize what the source was about. In the next sentence or two, describe what you used from the source. In the last sentence or two, highlight how this source impacted your essay, and how your essay has become better because you used this source.
Hope this helps. :)