In physics, we discover a new law by making a guess, and then comparing the consequences of the guess with experimental results. As the ever-quotable Richard Feynman put it: “It does not make any difference how beautiful your guess is. It does not make any difference how smart you are … if it disagrees with experiment it is wrong.”
This is the essence of what separates physics from, say, math. Mathematicians make guesses too, and their final arbiter of the truth is rigorous proof. Physicists may use or even invent sophisticated mathematical tools, but theirs is a different objective: to explain the universe as it really is. For that purpose, experiments are indispensable.
Of course, experimental validation may lag far behind our theoretical speculations. It took 100 years for scientists to detect gravitational waves on Earth, and 50 years to discover the Higgs boson. Both required much ingenuity, technological development and monetary investment. And those experimental observations not only confirmed theoretical predictions, they also taught us something new, while opening the door to further investigation. We expected that astrophysical sources could produce detectable gravitational waves, but we couldn’t know how common those sources would be, and we had reason to believe the Higgs boson existed but were not sure about its mass.
The study of quantum gravity is an extreme case of theory getting in front of experiment. We have a quite satisfactory understanding of quantum physics at the scale of atoms and subnuclear particles, but no experimentally validated quantum theory that applies to very strong gravitational forces. Without such a theory we cannot understand what happened in the early universe right after the Big Bang, or predict the exact fate of an unfortunate astronaut compressed to unimaginably high density within a black hole. We need experiments to guide us, yet they are depressingly elusive.
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