On the scientific method learned from Albert Einstein in 2005 -- the World Year of Physics

We review the physics at the end of the nineteenth century and summarize the process of the establishment of Special Relativity by Albert Einstein in brief. Following in the giants footsteps, we outline the scientific method which helps to do research. We give some examples in illustration of this method. We discuss the origin of quantum physics and string theory in its early years of development. The discoveries of the neutrino and the correct model of solar system are also present.