Most market research is an attempt to verify something you don't actually know. You're constructing a case, for investors and for yourself, that the problem is real, that people experience it, that they'd pay to have it solved. It's useful. But it's also, at some level, a substitute for the thing you can't manufacture: having lived the problem yourself.
When you've experienced something deeply enough to be changed by it, you don't need to verify that the problem exists. You know, in a way that surveys can't produce, exactly where the existing solutions fall short. You know the specific moment of failure. You know what it costs, in time, in health, in dignity, when the system doesn't work. That knowledge is precise in a way that secondhand research never quite is.
And precision matters. The difference between a founder who deeply understands their customer and one who researched them is the difference between a product that feels like it was built for you and one that feels like it was built for someone described in a spreadsheet.
There's a counterintuitive implication here: the problems that feel too personal to talk about openly are often the most valuable ones to work on. The more specific the pain, the more likely that others are experiencing it silently, too embarrassed to ask for help, too resigned to expect a solution. Real suffering, no language for it, no existing market. That combination is exactly the environment in which something genuinely new can be built.
Everything else is a hypothesis. Your own unmet need is the only starting point you know for certain was real.