There are several databases that are good places for finding information about how your target audience feels/behaves in regard to advertising or marketing in general or sometimes even in regards to your specific product.
Try some of these databases. For help on how to search or navigate a particular database, click the pdf links below.
Passport Global Market Information Database (GMID) a good resource for consumer behavior in your assigned country
Business Source Complete lots of articles on consumer behavior both in regards to specific products as well as general behavior. See pdf for some example searches related to your assignment.
The main resource for demographic data is the U.S. government. Here are some nice starting places.
Refer to the Consumer Behavior guide for more information
Think of synonyms for your consumer group!
For example, your search for millennials might look like this:
millennials OR "gen y" OR student* OR "helicopter generation"