I had, also, during many years followed a golden rule, namely, that whenever a published fact, a new observation or thought came across me, which was opposed to my general results, to make a memorandum of it without fail and at once; for I had found by experience that such facts and thoughts were far more apt to escape from the memory than favourable ones. Owing to this habit, very few objections were raised against my views which I had not at least noticed and attempted to answer.
-From his Autobiography, 1902.
A wonderful quote indeed. Found by guessing that it was biographical or autobiographical (it seemed a little too personal for a scientific treatise) and searching for the word "fact" in the online text of the (very readable) autobiography.
If I could give an additional upvote for your elaboration of methodology, I would.
This is our monthly thread for collecting these little gems and pearls of wisdom, rationality-related quotes you've seen recently, or had stored in your quotesfile for ages, and which might be handy to link to in one of our discussions.