Thinking can be fun!
S.Narayani
Let us do an experiment.
What is the first thing that comes to your mind when I say "experiment"?
Are you inside a lab, wearing a lab coat and safety goggles?
Your next question would be "What are the materials required for this experiment?"
What if I told you that you do not have to physically conduct the experiment, but simply imagine it in your brain?
Welcome to the amazing world of Thought experiments.
Called "Gedanken experiments" in German, thought experiments are experiments that are conducted entirely in the realm of imagination. All you need is a question to begin with. Sit in a quiet place, close your eyes, and imagine an experiment that would answer the question. 
Does this sound absurd?
What if I told you one of the most important scientific theories of our time has its origin in a thought experiment?
We have all heard of the special theory of relativity. This genius theory has its beginnings in a simple thought experiment. When Albert Einstein was just 16, he imagined himself chasing a beam of light. Assuming that he eventually reached the speed of light, he envisioned that he might see the beam of light at rest, though it is oscillating in space. This simple thought experiment led to a series of other tests, experiments and equations, ultimately giving us Einstein's special theory of relativity.
It can be understood why these experiments are never performed. We can only imagine ourselves travelling in the speed of light. In some cases, there is no intention to perform the thought experiment, because questions it raises are good enough for further research.
Let us consider the famous thought experiment: Schrodinger's cat. Austrian Physicist Erwin Schrodinger performed this experiment in 1935 in response to the Copenhagen interpretation. The Copenhagen interpretation states that unless the system interacts with the outside world or is observed by the observer, it remains in superposition. After the interaction, the system loses it superposition and collapses into a definite state.
Schrodinger's experimental design has a cat in a box. The box also contains a radioactive substance with potential to decay at a random time. When the substance decays, the attached Geiger counter releases a vial of Hydrocyanic acid, which would then kill the cat. While it is very interesting to make the assumption that "the cat is both alive and dead" before opening the box, Schrodinger argued that such arguments cannot be made for a macroscopic system. He merely used this experiment to point out the obvious flaws in existing theories of quantum mechanics. Needless to say, this experiment is one of the most debated, most quoted and even most misinterpreted thought experiments till date.
Consider this scenario, there are infinite number of monkeys. We give them an infinite number of typewriters and wait for an infinite amount of time. Eventually, one of the monkeys can type an epic poem! Called the "Infinite monkey theorem", this is a mathematical thought experiment that illustrates the nature of probability. It teaches us that any scenario can happen, given enough time and resources. This can also be correlated with the "Brute force algorithm" in Cryptography, which is based on the idea that a computer will eventually find the answer if it tries all the possible solutions. It pushes computers to try all the possibilities until a solution is found. 
Let us consider an interesting thought process which is commonly used in debates of evolution. This thought process works more like an analogy to answer two most critical questions mankind has:
1. Where do we come from as humans?
2. Where are we going?/ What is our destiny?
Whenever debates about evolution arise, these two questions are raised.Harvard evolutionary biologist Stephen Jay Gould then proposed the Infinite Hallway thought process to answer these two questions:
“Imagine walking yourself down a long hallway—a corridor so long that it is impossible to see where you came from or where you’re going. Then behind you in the distance you hear the sound of a bouncing ball. Sure enough, when you turn, you see the ball bouncing toward you. It is bouncing closer and closer, until it finally bounces past you, and just keeps going, bouncing into the distance and out of sight. The question is not: Is the ball bouncing? Because clearly it is bouncing, and we observe it. The question is: Why is it bouncing? How did it start bouncing? Did someone kick it? Is it a special ball that simply enjoys bouncing? Are the laws of physics in this hallway such that the ball has no choice but to bounce forever? Where is the ball going?”
Stephen Jay Gould used this analogy to explain that while it is very easy to pose such questions to evolutionary biologists, our human lifetime and understanding is limited and we cannot answer these questions yet.
While the Infinite hallway model is not a thought experiment and it is more of a thought process to explain certain concepts, there are a wide variety of thought experiment types for us to choose from.  Real life experiments have their own merit, but thought experiments push our brains into questioning our own beliefs and challenging our biases. Thought experiments are an interesting way to unlearn. Thought experiments are commonly used in philosophy to either answer pressing questions, or even create more pressing questions! 
Next time when you are presented with a scientific problem, instead of running to the lab immediately, try and find out if you can work out a though experiment for the issue at hand. May be you will suceed, may be you will not. But I can guarantee you, it will be fun!!
To put it in the words of Goethe,
“All truly wise thoughts have been thought already thousands of times; but to make them truly ours, we must think them over again honestly, until they take root in our personal experience.”