Part of the research process itself involves (surprise!) independent research. Since a new Master's student is not really expected to come up with a complete topic and research direction on their own, some gentle guidance should be provided by your supervisor. Have you chatted with them about this, and your interest in making improvements to a game engine? A good supervisor who is well-matched to your academic interests should be able to help quite a bit.
[Nitpick alert: DirectX is not a game engine---it's a graphics/multimedia API.]
I would start by familiarizing myself with existing game engines (Unity, Unreal) and reading the latest literature (via Google Scholar, etc.) on the topic. (One of my favourite quotes goes something like this: "A month in the lab will save you a day in the library.")
If your aim is to improve (even if only by <epsilon>) such game engine tools then you must become familiar with them first. The mastery in your field that you are aiming to demonstrate necessitates an understanding of what's out there already.
[Aside: A Master's Thesis does not necessarily have to make novel contributions to a field. However, this is preferred where I'm from (Canada), and this may be the case wherever you are, too.]
Hope that helps.