Research starts with a question or assumption you have on a real world phenomenon. Narrow it down to a research question that defines what you want to figure out and review the research and literature already done on that subject. With an understanding of your subject and a well defined question you form an hypothesis that will be tested against an opposite assumption called the null hypothesis.
Organize the data and analyze it to see if it supports or rejects your hypothesis. The exact type of test used depends upon many things, including the field, the type of data and sample size, among other things. The vast majority of scientific research is ultimately tested by statistical methods, all giving a degree of confidence in the results.
When looking at your results it is important to be open for other possible explanations. Could the results you got be generalized to the real word? Maybe other variables explain the question better then the ones you chose for your hypothesis? Remember to consider experimental errors and problems with validity and reliability in your conclusion. If your assumption on what you studied was right and your hypothesis was supported by the test, you could consider if it fits in a bigger picture with other research that together could form a theory. If the hypothesis failed you could try to tweak it or make a new hypothesis, corrected with your newly analysed results and test again. Often the conclusion will lead you on to further hypotheses about the phenomenon that suggest a direction for more research by yourself or other scientists.
"Homeopaths gets on my nervs with the old; - ‘well, science doesn’t know everything’ ... Science knows it doesn’t know everything ... or it’d stop."
You might have come across the expression «science is a verb». This expression is an answer to the misconception of some people that science is mearly accumulation of static knowledge. But what we consider to be knowledge is under constant review and sometimes it changes. Science as a method of research make all theories subject to change with discovery of new evidence. New evidence create new explanations of phenomena, or substanciate the old theories and make us increasingly sure of their soundness.
The scientific method is a standard on how to do research that aims to discover new knowledge. Research in the broadest sense of the word includes any gathering of data, information and facts for the advancement of knowledge, but doing science restricts the research to a method that is focused on getting accurate and, most often, narrow conclusions.
Having done research by the scientific method makes it transparent and explorable. All published results from this method is reviewed by scientists against other findings or explanations to see if it is valid, or retested to see if the results were reliable. This is why publishing and review of research is such a big deal for scientists.
“Somewhere, something incredible is waiting to be known.” (Carl Sagan)