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Herodotus
The man Cicero called the father of history invented the genre's method in one stroke: travel, interview, compare versions, and tell the reader which ones you doubt. His Histories of the Persian Wars embedded ethnography, geography and folklore into a single inquiry — historia — that has been read continuously for some 2,400 years.
Reporting a Phoenician voyage around Africa commissioned by Pharaoh Necho II around 600 BCE, Herodotus added that the sailors claimed the midday sun stood on their right — to the north — as they sailed west around the continent's tip. He recorded the detail while flatly saying he did not believe it. That impossible-sounding observation is exactly what happens south of the equator, and it is now the strongest evidence the voyage really occurred: a fact too counterintuitive for a liar to invent.
“Record what you doubt as faithfully as what you believe; a later reader may know enough to verify it.”