There are several reasons why you should cite sources when you write a paper, especially a research paper:
1. "You want credit for your efforts, and your documentation will help to show a reader that your ideas are consistent with facts and expert judgments that have already appeared in print."
2. "In some cases you may even want to pose a challenge to received views, showing that you know what those views are and where they can be found."
3. "Documentation is also a courtesy to your readers, who ought to be able to check your sources either to see if you have used them responsibly or to pursue an interest in your topic."
4. "..to avoid PLAGIARISM---the serious ethical violation of presenting other people's words or ideas as your own. Plagiarism occurs if you copy material without using quotation marks and citing sources. You are also plagiarising if you paraphrase a quotation or summarize an idea. If you use another's words, be careful to indicate that you have done so. Also, avoid sloppy note-taking which can lead to plagiarising.
5. Finally, documentation, along with bibliographic tools--like indexes and electronic databases--constitute a critical scientific and academic system for tracking important ideas... story of penicilin.
Let's read through the basics of the MLA style now...
MLA Documentation Style