I've read somewhere (I forget the source, sorry - I think the MS Office developer's blog?), that when you do a survey of users asking them about what features they would like to see in your software/website, they will more often than not say that they want every little thing, whereas collected metrics show that in the end, most people don't use 99% of these features. The general message from the blog post was that you shouldn't ask people what they use, you should track it for yourself.
This leads to an unfortunate chicken-and-egg situation when trying to figure out what new feature to add next. Without the feature already in place, I can't measure how much it's actually being used. With finite (and severely stretched) resources, I also can't afford to add all the features and then remove the unused ones.
How do you find out what will be useful to your users? If a survey is the only option, do you have to structure your questions in certain ways (eg: don't show a list of possible features, since that would be leading them on)?
Contrary to popular belief, you don't ask them. Well, you don't listen to them when they tell you what they want. You watch them while they use what they have right now. If they don't have anything, you listen to them enough to give them a prototype, then you watch them use that. How a person actually uses software tells you a lot more than what they actually say they want. Watch what they do to find out what they really need.
Give them options and the have them arrange them in order of importance. As you said, the users are going to want everything, but this will allow you to tell what they want the most.
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