If you have any health issues or just want to improve your fitness or energy, there are lots of opportunities for self-experimentation. Self-experimentation is important because everybody's health is unique. Just because some food, treatment, or therapy worked for other people, it might not work for you.
Before we get into self-experimentation, let's look at how medical researchers usually conduct their studies. The gold standard is a randomized controlled trial (RCT). In a typical example, patients with a medical condition are randomly assigned into two groups: a "treatment group" that receives the medication, and a "control group" that does not. This allows researchers to isolate the effect of the medication. Often, the control group is administered a placebo (e.g. a pill with nothing in it). This controls for the well-known placebo effect.
Self-experimentation can be challenging to do right since it lacks these features. For example, there is no control group, so it's hard to tell whether your improvement was due to the treatment, or to something else you were doing at the time, or just random chance.
Fortunately, with a little creativity, you can often overcome a lot of these challenges, and learn a lot about your body. You can find some guides to self-experimentation on websites such as Quantified Self. Here I want to emphasize some techniques that I think are especially interesting or useful. (Disclaimer: you should speak to your doctor before trying any of these techniques.)
Let's say you notice that you tend to feel worse on the days when you drink coffee. This does not necessarily mean that the coffee makes you feel worse. As the saying goes, correlation does not equal causation. Maybe you only drink coffee on the days when you are already stressed, and it's actually the stress making you feel worse. This is where randomizing can help. Flip a coin every morning to decide whether to drink coffee or not. That will help eliminate the effect of lurking variables.
Let's say you have dry eyes, and start using medicated eyedrops. You could try using the eyedrops only in one eye. Then you can isolate the effect of the eyedrops. This type of technique tends to work well with treatments for the eyes, hands, legs, feet, arms, or skin, where you can treat the left in isolation from the right.
The power of the placebo effect is well known. This is why clinical studies are blinded, so that people don't know whether they are taking the medicine or the placebo pill.
You can use this technique with your own health! Just ask a friend or family member to flip a coin and either give you the pill with the medication, or a similar-looking placebo (e.g. a multivitamin or sugar pill), and to secretly write down which one they gave you. You can also easily do this with topical skin treatments (randomize between the medicated cream and some non-medicated lotion/ointment) and with dietary supplements in powder or liquid form.
It might feel like overkill to give yourself a placebo, but don't underestimate the placebo effect!
If you have a bothersome symptom, you will be tempted to skip the above steps. Using self-experimentation takes longer and takes more effort. But it's worth it because in the long run you are building up an understanding of your health based on facts, not inaccurate conjecture.