Darwin's dictum

"About thirty years ago there was much talk that geologists ought only to observe and not theorise; and I well remember some one saying that at this rate a man might as well go into a gravel-pit and count the pebbles and describe the colours. How odd it is that anyone should not see that all observation must be for or against some view if it is to be of any service!" - Charles Darwin

Michael Shermer explains further

Charles Darwin’s dictum holds that if observations are to be of any use they must be tested against some view — a thesis, model, hypothesis, theory or paradigm. The facts that we measure or perceive never just speak for themselvesbut must be interpreted through the colored lenses of ideas. Percepts need concepts, and vice versa. We can no more separate our theories and concepts from our data and percepts than we can find a true Archimedean point — a god’s-eye view — of ourselves and our world.

Also see here for Shermer's first article on this subject in his first Skeptic column for Scientific American.