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After speaking with users, there's still much to be discovered about their interests, challenges, and behaviors that they didn't think to tell the researchers. Users can be surprisingly unaware of certain details of their interactions with a product because they've grown so adept at operating it and sidestepping its problems that they're not actively conscious of what they're doing.
To illustrate this outside the context of software, try telling the story of what you do after you leave work for the day. Your story will likely be something like, "I drive home, take the dogs out for a walk, cook and eat dinner with my family, help the kids with their homework, watch some TV news, and then go to bed." What you will have omitted from this story, however, is a ton of specifics.