On this page of the Disco Elysium game guide, you will find a detailed walkthrough of the What is the Race Enigma? task.
In Disco Elysium, during the What's the Race Enigma? task, your first objective should be to find the Advanced Race Theory thought and examine it.
You can obtain the Advanced Race Theory thought by talking to Measurehead and passing the Conceptualization skill check. Before you attempt this check, save your game in case you fail it and need to retry.
Go to the Thought Cabinet and start researching the Advanced Race Theory thought. The process will require 1hr 40min research time, so we recommend that you take care of other matters while you wait, e.g. completing other tasks, talking to NPCs or reading a book. Once you have successfully internalised the thought, return to Measurehead and discuss his theory with him.