As a researcher, when conducting ethnography, the goal is immerse yourself in the experiences, thoughts and actions of people, cohorts of people, or even, yourself (auto-ethnography) in an empathic and reflexive way. You can use a range of methods to do so. Here is a non-exhaustive list that I'm familiar with and have had some experience using.

Interviews: In-depth interviews are a common method used in design research. They can be structured, semi-structured, or open-ended and ideally take place in context. Though, it's not uncommon for interviews to be held virtually. What interviews do well is to help provide an in-depth, real-time understanding of a person's worldview, attitudes, experience, and behaviours related to a specific experience or phenomenon.

Surveys: Surveys or questionnaires are used to collect primary data on people's experiences, perceptions, attitudes or behvaiors. They are usually used as a quantitative method that pairs well with other methods.

Observational: Researchers observe behaviors that unfold in a real-life environment. Researchers using this method do either informal observations, selective observations, or participant-observation, where they embed themselves as a participant in the site of study.

Digital ethnography: Digital ethnography is usually observational fieldwork done entirely online. It involves observational fieldwork in digital spaces where people share their experiences or interact with one another. It's a beneficial means to conduct market research or map shifting cultural paradigms on a larger scale. It lends itself well to a quantitative data collection.

Creative making/ writing: Creative making or thinking activities complement interviews as a tool to add more richness to the data collected. Creative activities are a way to tap into more tacit and latent knowledge that people hold. These could involve diary studies and photo studies.

Experience prototyping: This is an evaluative method. It involves observing or interviewing a participant who engages with a prototype of a product, service, or system you created. The goal is to test and receive feedback from intended end users.