Broadly speaking, there are qualitative and quantitative research methods. Qualitative gives you rich data that needs to be interpreted, such as interviews. Quantitative gives you numbers that you can crunch with analytics, such as surveys.

If you haven't done any research at all and don't know much about your user, we recommend starting with qualitative research. With it, you can create a collection of topics to address. Once you know which topics you need to address, you can figure out their impact and prioritize them using quantitative research.