Pilot studies or trials – which are comparative randomized trials designed to provide preliminary evidence on the efficacy of an intervention or theoretical model / concept – are routinely performed in many social and other research areas. Also commonly known as “feasibility” or “vanguard” studies, they are designed to assess the potential of an intervention; to assess potential of a concept; to assess the feasibility of international collaboration in a research work or coordination for multi countries studies; to increase experience with the study or intervention. These are the best ways to assess feasibility of a large, expensive full-scale study, and in fact are an almost essential pre-requisite. Conducting a pilot prior to the main study can enhance the likelihood of success of the main study and potentially help to avoid doomed main studies. The key aspects of pilot studies includes: 1) the general reasons for conducting a pilot study; 2) the relationships between pilot studies, proof-of-concept studies, and adaptive theoretical designs; 3) the challenges of and misconceptions about pilot studies; 4) the criteria for evaluating the success of a pilot study; 5) frequently asked questions about pilot studies; 7) some ethical aspects related to pilot studies; and 8) some suggestions on how to report the results of pilot investigations using any special format. One another area of using a pilot study is also to identify which statistical tools may be useful for effective results in the main full scale study.