"Careful planning for data collection can help with setting realistic goals. Data collection instrumentation, such as surveys, physiologic measures (blood pressure or temperature), or interview guides, must be identified and described. Using previously validated collection instruments can save time and increase the study's credibility. Once the data collection procedure has been determined, a time line for completion should be established." (Pierce, 2009, p. 159)
Pierce, L.L. (2009). Twelve steps for success in the nursing research journey. Journal of Continuing Education in Nursing 40(4), 154-162.
It's handy to use a tested, valid research instrument but sometimes an appropriate instrument can't be found. In that case, the researcher may wish to construct a custom instrument. Sources for how to do that follow.
Whether because you can't find an appropriate instrument or because you wish to, these sources can help you construct your own research instrument.
Psychological testing by 
Psychometric theory by 