First honor and develop your curiosity. The research question is the most important part. Next learn basic and intermediate statistical methods. Learn what primary, secondary, and tertiary sources are and try to stick with primary. Heck try to be the primary source. Apprentice (learn from and work) with a professional researcher if you can. Next iterate the learning process for continuous improvement.
Here is a LinkedIn article: What are the best ways to improve your research skills?
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