I'm a little odd in the fact I go nowhere without something to write on and a writing utensil. In some ways, I think, it's fear of boredom. If I have something to write on, I can draw, sketch, think out loud on paper, or otherwise find something to do.
I also--for school--have this tendency to keep a variety of things in my pack. Extra pens, pencils, and office-type supplies occupy one pocket. Another pocket contain those little plastic note cards with things like "Deep Anatomy" or "Nutrition". I also usually carry a really worn copy of the Penguin Dictionary of Biology.
One other book I don't leave at home when I go to school is a small composition notebook with "Research Ideas" on the cover.
Inside, I scrawl, one to a page or--for a more detailed idea--several pages, research questions, concepts, and hypotheses. Typically, it's based on something I hear in a class or in discussions with other people. Some are just a statement of relationship. Others are more formatted with diagrams, potential methods, and the like.
What my intent is--when I get time--to work through the literature and explore the possibility of actually running some of them. The range of appropriate techniques runs from psychological surveys, mathematical modeling, agent based modelling, and/or ethnographic research.
I also tend to collect PDF articles from searches for coursework and the like in an archive for future use. I plan on organizing a standard "research idea" format to use and create a project list. I figure I can work up some of these ideas to a point I can credibly search for an advisor or co-author.
Regardless, the idea of--and process of--research is a bit of a drive for me now. There's just something almost tangibly satisfying about pulling off a successful project and finding something.
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