I don't normally start with outlines, either, but of course, like most people who say that, I'm sort of lying. What I really mean is I don't normally bother writing out an outline, but of course I already have a good idea of what I'm going to write before I start. So, pick a thesis. That could be
The death penalty is fully justified for some crimes and should be adopted by more states.
The death penalty is morally reprehensible and should be abandoned by all states.
Then, think of reasons that support your thesis. So,
The death penalty prevents repeat offenders.
The death penalty allows true justice
The death penalty acts as a deterrent when implemented well.
The death penalty can lead to irreversible errors
The death penalty takes away a criminal's chance of redemption
The death penalty coarsens the public's moral sensibilities.
Then, think about the objections to your arguments, as well as other arguments the opposing side might make. How do you counter them?
Then, organize your points in a way that seems logically coherent to you to complete your outline.
Citations, if you are using MLA, go in-text at the end of every quote or paraphrase, and at the end in a bibliography. Most styles are like that, though some use footnotes instead of in-text citations, so you will have to find out what citation system your teacher expects you to use.