It is important to be as objective as possible when doing historical research so that your work does not end up having excessive biases.
Of course, it is always difficult to be objective. We all come to historical research with preconceptions and attitudes that are built into us by our education and by the times in which we live. However, we must still try to be objective. If we are not, our conclusions might be inaccurate. For example, let us say we are going to study the Great Depression. If we believe going in to our research that we will find that the New Deal was important in ending the Depression, that is likely to be what we will find. Having such preconceptions can make us prone to bias.
Therefore, we must be as objective as possible so our conclusions will be as valid as possible.