In this chapter, I introduce the notion of student epistemologies and expectations, their views about what counts as knowledge and learning in a given physics class and in physics more generally.  I then review some of the ways in which researchers have studied these constructs and make suggestions about getting started on your own research.  A major theme is that important theoretical questions about the cognitive structures and processes underlying student epistemologies -- and how best to study them -- are not yet settled.  Researchers therefore need to try to uncover and articulate the theoretical assumptions implicit in their research methods.