I typically have some idea. While the studies are built to find something new, I usually am testing a theory that is built upon something we already know or believe to be true. I also build experiments so that they replicate other previous experiments in some small part of it. Doing this is very useful, and I highly recommend it. That way, you can be sure that your experiment worked in a predictable way and you have greater certainty that the newest results in your experiment can be trusted.