This paper engages in a speculative exploration of the concept of an artificial agent capable of conducting research. Initially, it examines how the act of research can be conceptually characterized, aiming to provide a starting point for discussions about what it means to create such agents. The focus then shifts to the core components of research: question formulation, hypothesis generation, and hypothesis verification. This discussion includes a consideration of the potential and challenges associated with enabling machines to autonomously perform these tasks. Subsequently, this paper briefly considers the overlapping themes and interconnections that underlie them. Finally, the paper presents preliminary thoughts on prototyping as an initial step towards uncovering the challenges involved in developing these research-capable agents.