Looking for advice on how to make research engaging/fun

So I want to try my hand at putting together a Game theorist style theory. Not sure what about yet and that's part of the issue.

I have great difficulty staying focused long enough for dedicated research to make any significant headway and need advice on how to make it more engaging/fun. Closest advice I've found was for writing urban fantasy fiction where you pretend you're doing research for Sam and Dean Winchester and keep your notes in an email format you would send them. I seem to remember that article had other tips as well but I can't find it.