User interviews are one of the most important tools you can use throughout the venture building process. Consistently circling back to users ensures that you're continuing to keep a person and their problem at the centre of your business even as it evolves and changes over time. User interviews are a great first research step that can help you to identify a problem or validate any of the assumptions that you've based your problem statement on. The best part is, once you start, user interviews will get easier. Just remember to have a clear goal, interview at least 10 people, always ask WHY and be curious. User interviews are best when they are conversations, be prepared to listen, go off script and ask questions based on what your user has said.
Interviews can be recorded, conducted online or on a street corner. Just be sure that you have a plan in mind for what you want to learn and a way - or person - to record the user responses.
For more information on questions and scripts, here is the Highline Beta guide to Conducting User Interviews. Other good resources are Talking to Humans, by Giff Constable, and Running Lean, by Ash Maurya.
User interviews can also be conducted using a Topic Map, you can find more information about that style here.