Science in general is the systematic study of what can be deduced rationally from all available evidence about the reality we find ourselves in. But given evidence, we must make assumptions in order to interpret the evidence so that it has any meaning. For example, no one actually observed the universe 5 billion years ago, it merely appears that things existed that far back because there are good theories consistent with a large amount of evidence that explain the current world as the culmination of a few billion years of history.
When we find a fossil in a rock somewhere, our natural assumption is that it was always there, but there is no actual evidence that it existed before it was observed. I fondly recall Penn and Teller's chopping a man up illusion and the way that Teller was only present in the part of the apparatus being observed for the duration of the door being opened.
To stretch your mind a little, try to imagine a large 'matrix-like' self-generating world in a supercomputer which could produce the world around _you_ that _you_ experience, and bear in mind that you cannot verify that others' experience of what you think of as your reality is genuine: you have no memory past your early childhood, and so how do you eliminate the possibility that the universe you are in is very recent and that the past is, for the most part, an elaborate illusion?
Now, to practice scientific investigations in the present day, you have to buy into a worldview which contains a great number of fair, but ultimately untested and untestable assumptions about what happens in reality when you are not observing it, among other things. It is possible to think outside this worldview and if you take a mystical take on things, for example, you will choose to see the world outside of the scientific straitjacket. There is nothing wrong with this, so long as you are aware of your fundamental beliefs and accept that there are other ways of seeing things.
Caveat: this is not a statement of my belief, rather it is an attempt at a 'food for thought' exercise to stretch your understanding of your understanding of your reality. (That 'understanding' bit is no typo BTW.)