The adjective investigative is useful for describing any kind of activity that involves getting to the truth or gathering facts. It's used a lot to talk about writers who dig deeply to find out what's true about their subjects.
You'll come across this word a lot in the context of the phrase "investigative journalist" — a reporter who works hard asking questions and following leads to get to the truth of a topic. Most often, the reporting requires all of this digging because someone — a person, company, or government — is trying to hide information or keep the facts of the story secret. It's not only reporters who do investigative work; a spy or a detective needs investigative skills as well.