This document defines methodology and outlines how to think methodologically. It defines methodology as an orderly, systematic process to achieve a purpose. Methodology is classified into three categories: conceptual, collectical, and statistical. Conceptual methodology focuses on research planning, collectical methodology on data collection, and statistical methodology on data analysis. The document argues that to think methodologically requires thinking analytically by breaking down elements, thinking synthetically by combining elements, and thinking systematically by recognizing relationships between elements. Figures provide visual examples of different methodological approaches.