If you are simply following the rules of English, you use "a" in front of consonant sounds and "an" in front of vowel sounds. Virtually all modern English dialects begin "historical" with a constantconsonant sound, so "a historical" is correct for the modern pronunciation in most dialects. If you speak a (somewhat uncommon) dialect of English that features phonetic H-dropping for the word "historical," then you might use "an historical".
However, there is a tradition (mainly in British English) of using "an historical" in modern text, despite the fact that "an 'istorical" is not generally spoken aloud. This is possibly due to adherence to the traditional form of "an historical": at some point in the past, the pronunciation "an 'istorical" was more common, and certain British authors chose to persist this formulation in text long after the silent-H pronunciation had dropped out of common use. Alternatively, John Lawler suggests this is simply a matter of syllable stress so that some dialects still soften the H in "historical" to merit use of "an". I speculate that uncovering the reason and history of this persistence is potentially a collegiate-level research topic.
If in doubt, "a historical" is safest. If you wish to persist the British affectation of "an historical," you may do so at the risk of being corrected by people following the standard rules of English based on modern pronunciation. In any case, "a historical" is more popular than "an historical" and has been since around 1940.