‘Everybody can quickly collect data using questionnaires’—this is an incorrect assumption among not only students but also veteran researchers. As a researcher and lecturer for research methods, I have more than once came across carelessly conducted studies using poorly constructed questionnaires meant to inform the implementation of interventions or guide important decisions. But is it really so easy to collect valid data? The answer is, ‘No!’ As described in the influential article, ‘How the questions shape the answers’ by Norbert Schwarz, there are several cognitive and communicative processes that impact answers in self-reports, so how can we in social sciences avoid collecting useless data that lead to interventions built on sand? This case study answers this question, using the case of an experimental study which replicates prominent context effects as described by Schwarz. The experiment testing effects of response alternatives, reference period, and item order on students' self-reports on stress was conducted in the course of a research methods course. The students were guided through the experimental research and provided with a vivid experience of how questions impact the answers in self-reports. Based on the results, recommendations for the use of questionnaires in student research are derived and discussed.