Why do I have to study research methods? Why can't I just look at interesting case studies?

Although they can be tedious to get your head around, research methods are a fundamental part to Psychological research. Psychology is forever pushing the boundaries with ethics when it comes to research, and the methods are in place to ensure that the most accurate information can be extracted without causing physical, emotional or psychological harm to participants. 
They don't have to be boring and can actually be quite interesting to look into. 
For example, take a look at the Stanford Prison Experiment. The research methods in place there have redefined ethics within Psychology in a revolutionary way. 

Although difficult, although tedious, they are the core of Psychological research and implimented to help keep everyone safe and only the best information extracted.