Overview Participant Observation
Some research methods (such as questionnaires) stress the importance of a researcher Questionnaires - just don't get personally involved... not becoming "personally involved" with the respondent, in the sense of maintaining both a personal and a social distance between the researcher and the people they are studying. 

Participant observation, however, is sometimes called a form of subjective sociology, not because the researcher aims to impose their beliefs on the respondent (this would simply produce invalid data), but because the aim is to understand the social world from the subject's point-of-view.

This method involves "getting to know" the people being studied by entering their world and participating - either openly or secretly - in that world.  You put yourself "in the shoes" of the people you're studying to experience events in the way they experience them.