What class are you taking? Is this graduate or undergraduate?
In an AR(1) you have a coefficient that should have an absolute value less than 1 for stationarity. You study whether the variance and expectation become finite and that will involve a bit of algebra and statistics.
You might want to look at the expectation, variance and covariance of AR(1) and then either deduce these for yourself or get the results from a book.
Take a look here for more information: