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Usually the first stage of a design sprint, UX Research focusses on asking questions using a variety investigative techniques to deliver actionable insights which the team can then use to design a solution. While it may sound academic, UX research as Ben Ralph says is "less of being a scientist and more of being a detective".
Rather than giving you a crash course ourselves we believe Ben Ralph has already done a fantastic job on it and highly recommend that you read it here:
Before you try to think about which user research method you wish to use, we believe it is important you make yourself aware of each method through this cheatsheet made by the Nielsen Norman group, the industry leaders in providing UX insights.
When doing UX research, it is important to understand it is impossible and more importantly not necessary to use each user research method to gain insights. You instead need to focus on creating a plan with a goal and accordingly using that to select which method to use. In succession, to the cheatsheet above, this article by the Nielsen Norman group highlights how to go about this selection process.
Without a plan, things can go haywire very quickly. In the articles below you will learn how researchers make the perfect research plan consisting of five elements: the goal, the research questions, the method, the participants, and the protocol.
The insights you collect in one design sprint is not just relevant to the current project you may be doing. It could end up being relevant to a future project and may even eliminate the need for research to be done again if the insight already exists. Therefore it is important to build a UX research system as highlighted in the article below.
Now that you have an understanding of UX Research you are ready to explore the UX Research books, activities, methods, and articles we have curated together to accelerate your research process.