An inquiry is any process that has the aim of augmenting knowledge, resolving doubt, or solving a problem. A theory of inquiry is an account of the various types of inquiry and a treatment of the ways that each type of inquiry achieves its aim.
“A man is walking on a warm day. The sky was clear the last time he observed it; but presently he notes, while occupied primarily with other things, that the air is cooler. It occurs to him that it is probably going to rain; looking up, he sees a dark cloud between him and the sun, and he then quickens his steps. What, if anything, in such a situation can be called thought? Neither the act of walking nor the noting of the cold is a thought. Walking is one direction of activity; looking and noting are other modes of activity. The likelihood that it will rain is, however, something suggested. The pedestrian feels the cold; he thinks of clouds and a coming shower.”
John Dewey, How We Think, pp. 6-7