One of the main stages in a research study is data collection that enables the researcher to find answers to research questions. Data collection is the process of collecting data aiming to gain insights regarding the research topic. There are different types of data and different data collection methods accordingly. However, it may be challenging for researchers to select the most appropriate type of data collection based on the type of data that is used in the research. This article aims to provide a comprehensive source for data collection methods including defining the data collection process and discussing the main types of data. The possible methodologies for gathering data are then explained based on these categories and the advantages and disadvantages of utilizing these methods are defined. Finally, the main challenges of data collection are listed and in the last section, ethical considerations in the data collection processes are reviewed.