User research is needed to directly involve (future) customers and, thus, helping product teams craft a strategy that ensures that a built product fits users’ needs.
Types of User Research
On a fairly abstract level, user research methods can be classified in a 2x2 grid based on two dimensions:

Source: https://blog.nationalarchives.gov.uk/design-through-research-the-concepts-behind-discovery/
Qualitative vs. Quantitative User Research
With quantitative methods, behavior is measured in a quantifiable way, by answering “how many, how often, or how much” questions. For example, most aspects of mass data product analytics (see below) are quantitative and, e.g., A/B testing of a landing page will indicate which versions works better in terms of conversion rate.
Qualitative research, on the other hand, focuses on meaning and deeper understanding of individual users. It is more about "why" questions in search for the motivation of users and can hardly be expressed in numbers.
Attitudinal vs. Behavioral User Research
Attitudinal research is all about the thoughts, feelings and, well, attitudes of users as they express themselves. It is about what they say. Due to influence by others, social pressure and herd behavior, however, there is a certain risk that users actually behave differently.
Behavioral research observes users and, thus monitors what they do which may sometimes significantly differ from what they say. With eye tracking, for example, it can be observed how users interact with interface designs, where they look for information, whether they are distracted etc.
A More Extensive Overview
There exists a large variety of many different research methods along this 2x2 grid some of which will be discussed below.

Source: https://www.nngroup.com/articles/which-ux-research-methods/
User interviews will be covered in more detail below. Quickly sketching some other methods from that chart:
- In focus groups, a small number of people are selected based on shared interests and characteristics (e.g. the same job-to-be-don, see below) and then participate in a discussion, typically with a moderator. The objective is for the participants to share their opinions, viewpoints and experiences from which the researcher can gather critical insights on a subject. Focus groups are about what users say and what their motivations are — hence fall into the qualitative & attitudinal sector.
- During usability labs users interact with a product or system in a controlled environment. Typically, the users are asked to perform a sequence of tasks and encouraged to think loud so that researchers watching the users can see and hear what they are thinking, where they struggle and when they are surprised. It's a direct observation of the behavior of users and, hence, a qualitative & behavioral methods even though some quantitative aspects are sometimes addressed as well, e.g. when measuring the time taken to complete a task. See also Usability Testing.
- A/B testing, sometimes also referred to as split-run testing, is a very simple and popular method to compare two variants of a product. Typically, both variants are the same except for one variation which is expected to have an impact on behavior of users. By randomly displaying one of the variants to a large number of users and measuring their engagement, the better performing variant can be determined. A typical example would be to A/B test buttons or a call to action on a landing page to improve conversion rates.
- Click path analysis, click-streams and — more generally — product analytics relates to tracing the behavior of users and their sequence of interactions into some kind of log file in order to understand the user journey, identify common paths and see where users are getting stuck. Apart from privacy concerns, this method requires a large number of homogeneous users with comparable jobs-to-be-done.
Mission Briefing
While done informal in most cases, it is essential to kick of Product Discovery with an alignment on the actual mission, on the problem that shall be tackled. To get all participants, including customers when running a Customer Discovery Program, on the same page, the following aspects need to be clarified: