How do you conduct market research?

We're in the very initial stages of our startup and we wanted to conduct a small survey to collect data mostly to understand whether a market exists in our area, but also some additional data that can help us know what kind of price we want to aim for, times to operate, and key areas and demographics.

We were trying to do the survey in person, as we're interested in 3 different demographics all within the city. So we picked out some areas and times to try and do it. But so far the issue has been we don't get much of a response, most don't have time or want to participate.

So I'm wondering is there a better way of going about it? How have you done it?