"It is a capital mistake to theorise before one has data"

 From James Randi  Sir Arthur Conan Doyle's 1891 A Scandal in Bohemia, I quote:

Watson: "This is indeed a mystery," I remarked. "What do you imagine that it means?"

Holmes: I have no data yet. It is a capital mistake to theorise before one has data. Insensibly one begins to twist facts to suit theories, instead of theories to suit facts...