Every national fellowship application asks you to include a study or research proposal, from a couple of paragraphs detailing preferred graduate programs (Udall, Truman), to several pages of specific, highly technical research experience and objectives (Javits, NSF).
Regardless of length or complexity, your study proposal should demonstrate the extent of your academic preparation and your grasp of scholarly material and how your proposed study plan complements your career goals, or enhances your potential for service and leadership.