Be sure understand what boss wants, deliver it step by step

Be sure understand what is your task, keep showing your progress, step by step.

 周四下午老板和我电话1对1，本来说好是谈别的topic的，结果老板突然问我打算怎么分析这个数据。我说数据还没拿到呢，要拿到看了再说。他还是问我要怎么分析什么的。然后我就慌了，我这人特容易慌，他问了一对问题，我答得很烂。

-- You do not have to tell your whole plan;
-- You need tell what progress are you making, even it is a small step.
-- Even I didn't get the data, I think we may do analysis in this and that way...  Do you have any suggestion?