Psychology is a science that rests on a foundation of research.
Some undergraduate jobs, many careers for psychologists with Masters degrees, and virtually all careers of psychologists with PhDs require research skills. Not surprisingly, graduate schools are typically more interested in applicants with research experience. And such experiences can help students decide the degree to which they want a life style that includes research activities. Learning to do research involves both knowledge that one can get in the classroom and knowledge one gains from being involved and working with mentors. There are many kinds of information students use to pick faculty with whom to do research.