RESEARCH is a systematic and defined technique of thinking employing specialized tools, instruments and procedures in order to obtain a more adequate solution of a problem than would be a possible under ordinary means.

Research gathers new knowledge or data from primary or first hand sources. Its purpose is to apply test as well as to evaluate the usefulness of a theory of knowledge. 

It may also mean investigation and experimentation. 

So what do we usually research? I think it's normally - people and their behavior. We also conduct research to gather some knowledge about politics, health and animals.

Some people do research about their crushes' interests, or in short - they are stalking them. Ehehehe :D