As virtual worlds become increasingly utilized for purposes of entertainment, information and retail, how people understand, think, feel, act and make decisions about them likewise become important research considerations. This essay reports on the methodology and methods used to study these sense-making processes in relatively inexperienced people as they engage with virtual worlds. In order to understand the sense-making of virtual worlds, a method to record the interpretive process, as well as physical actions, was required. In order to understand the sense-making processes involved in new experiences, an amount of control was required over the nature of those experiences. With these requirements, a hybrid study was designed by deconstructing the conceptualization of "the experiment" and utilizing both quantitative and qualitative methods. The resulting study involved the following: a within-subjects experimental design served as the framework for the study, while in-depth qualitative interviews were employed alongside surveys and audio and video recording as the data collection methods. Data collection occurred while participants were engaging with the media products, via talk aloud protocols, and afterwards when they were asked to recall and compare these situations in open-ended questionnaires and interviews structured using Dervinʹs Sense-Making Methodology. Having completed the study using this mixed methodology approach, I discuss the effectiveness of this approach, and where the approach requires more work.