"if we know what we were doing it wouldn't be called Research"

It doesn't mean that research is developed without any clue of what people are looking for, otherwise that would meant that if they found it they weren't able to see it.
But it does mean that there are some parts of the way that you might not be absolutely sure about it, and sometime don't even have the slightous idea.
Reserach should ends and also begins with discovery. And discovering is knowing someting that we didn't knew before our wasn't conscious about, at least, in that particular matter or way.

From Vancouver Airport