Within the United States, there are three levels of government: local (town, city, county), state, and federal (national). If your problem is situated within the United States, one, two, or even all three levels of government might be involved in your issue. If you're working on a problem within another country, be sure to explore the various levels of government that - depending on your topic and how your country is governed - might be involved in your project.
Below are ways to connect with all three levels of government within the United States, using Minnesota and St. Peter as examples. If you're working in a different town, county, or state, do a google search to find the websites for those specific areas. If you're working in a different country, try the World Factbook, which has entries on every country. Click "Countries" on the top menu, select your country and scroll down to read the "Government" information.
There are a number of other kinds of sources that will help you explore demographic and other kinds of information, including statistics. I've included a handful here (MN and USA-specific sites) to give you a sense of what might be available from other geographic locations. State and national governments collect and make public a lot of statistics; be sure to search those sites for data.
When looking for statistics related to your problem, look at what comes up in sources you find. See how statistics have been gathered and presented. The Library does have a Guide to Statistics, which may be useful.
Local Government:
State Government:
Similar to local government, browse your state's online portal to get a sense of various agencies that might be addressing your problem. Look for information such as data and reports.
Federal Government:
Similar to above, investigate where and how your national government might be addressing your issues, such as relevant departments or agencies.