I'm just an undergraduate math student, and I need to make a CV for a research application. However, from the CVs that I have already seen I have nowhere near enough to fill probably half of a page. I mean I can really only put my education history which is 3 schools. What else should I put?
Before starting research, An undergraduate student really only has a résumé. A curriculum vitae is generally intended for someone who is intending to pursue a career in research, and has a somewhat "standardized" format (although there are still many variations).
But as a young student just beginning to do research, I would recommend that you focus on listing skills that you have that would make you appealing to someone interested in hiring you. If you have more than the standard training for someone at your level in university (more courses, have already done research projects, etc.), then you should list that information. Similarly, if you have special skills (programming languages, familiarity with specific techniques or tools, etc.), then those should also be listed.
Any jobs that you've held that might also prepare you for such an experience would also be of interest.
You may want to consider looking at resume samples. My university has some great samples that students of all levels have used:
Notice that many of them make up for their lack of experience by providing specific examples of work they had done.
For example, suppose you had done an empirical project for an applied mathematics course. You could list that on your CV and provide information on how you had gone about doing the research.
Most undergraduates, I find have lots of experience relevant to the position they are applying to from experiences that on face-value appear to not be connected. Think of anything that utilizes skills that would be relevant for research.
Here is an example of something I used awhile ago.
Honours Thesis - Aging, Risk Aversion, and Stock Investment
CVs and resumes vary greatly by field and level of experience. A CV of an undergraduate applying to graduate school is very different than the CV of a associate professor applying to become a full professor. I would suggest talking to your classmates and the career services at your university.