Research methods has not come up overnight, but has evolved through hundreds of years of science. The history of science is interesting and intriguing, giving an insight into the developments of modern science.
There are several pioneers who shaped the current research. You may like to look at who invented the scientific method to get an idea of the early scientists and the influence they have, directly or indirectly, on what every researcher does today.
Heron's Aeolipile Experiment A steam engine that worked on exactly the same principle as the great machines of the industrial revolution and many modern electricity-generating turbines.
Archimedes Screw Experiment A device still used around the world as a simple and efficient method of moving liquids and solid particles.
Build an Astrolabe - Navigation and Mapping the Stars The astrolabe is an instrument that allows observers to measure the position of celestial bodies relative to the horizon, which allows accurate star mapping.