How do I tackle with case study interviews?

So I got into the final round (directly) and I have to prepare for a case study but the major twist is that I don’t know what’s the case study the interviewee would give me something on spot. Although I was said to research well about the company, but I am not so sure how should I start with since it’s my first time. I feel like I want to prepare very well for it I really hope to get this job as it is a good scale up company and it would open lots more opportunities for me later.