Resources to learn how to do research

Charity Entrepreneurship has recently released its ongoing course and its Handbook - which has large sections on decision making and describes its great research process. 

Effective Thesis has a bunch of resources on improving research skills, but the focus is more academic.

LessWrong has several posts about improving research in its Scholarship & Learning tag, some might be relevant.

If you are interested in EA research/an EA research job, I would recommend just reading EA research on this forum and on the websites of EA research organisations. Much of this research doesn't involve any research method beyond general desk/secondary research, i.e. reading relevant literature and synthesising it.

In the cases where you see EA research relies on some specific technical methodology, such as stats, cost-effectiveness modelling, surveys etc., I would just recommend googling the specific method and finding resources that way. In general, I think there are too many different methods and approaches even within these categories, for it to be too helpful to link to a general introduction to stats (although here's one, for example, since depending on what you want to do, a lot won't be relevant.

EdoArad's answer seems great. In case you're still interested in people's thoughts on this question, I'd also add that I put together this collection of readings and notes on doing high-impact research, some of which might be relevant and useful here.

I would generally encourage you to consider what discipline(s) you expect to be researching within (are you going to be doing AI research? historical research? economic research?) and learn from the research methods that are common for researchers in that field.