NNGroup uses 4 stages to separate UXR methods: Discover, Explore, Test, Listen. These titles may have different names based on the company or industry, but most models will fit into something similar to this.
All models try to touch on the fact that user research is and should always be an iterative process. You can always be doing some type of user research and should especially focus efforts to do user research in the discover stage to prevent wasted money, tech debt, and more.
The first step of choosing which UXR method to use will be understanding what stage the project is in. Many times, you can use a mixed-methods approach and mix discovery research with test research, but you don’t need to worry about that yet!
Bar chart of most used methods categorized in the four stages from https://www.nngroup.com/articles/ux-research-cheat-sheet/