There’s a movement in research, and in particular, in psychology called ‘pre-registration’. The point of pre-registration is to write down everything you intend to do before you do it (just like you would have learned in science class). But the trick here is to publish it on line, as proof you really did it… and to write in more detail than you would ordinarily.
This might not sound very exciting, but it’s the most rewarding way to do research. It also takes a lot of effort at the beginning of the project that you would normally save for the end or middle of the project – but it means that when you do find something in your data, you can be more confident it is something interesting and real, rather than something that happened just by chance (because you predicted it would happen, rather than just discovering it).