The Scientific Method

"First you guess. Don't laugh, this is the most important step. Then you compute the consequences. Compare the consequences to experience. If it disagrees with experience, the guess is wrong. In that simple statement is the key to science. It doesn't matter how beautiful your guess is or how smart you are or what your name is. If it disagrees with experience, it's wrong. That's all there is to it."
-- Richard Feynman, on how to discover a new law of physics

Comment:
I would call it a "conjecture" rather than a guess, but Feynman is right that it is the most important step in discovery. Some inaccurately call the conjecture a "theory." For a theory, there needs to be some data. I think that's what Feynman means by "experience."