The Ancient Greeks are probably the most famous ancient civilization to have had a long history of experimentation with the physical world, undertaken in order to understand the phenomena around them. Archimedes was tapped by a king to decide whether the goldsmith who fashioned his crown had stolen some gold meant for the crown and replaced it with silver. Famously, or infamously depending on how you look at it, he reputedly ran through the streets nude shouting "Eureka" after discovering that his body displaced an equal amount of volume of water in a bathtub.He used this information to devise an experiment that found the density of gold to be more than silver, and with the crown measuring in between, came to the conclusion that it must be a mixture of both.
Later on, chemical advances were made in Islamic areas. Jabir ibn Hayyan wrote on the importance of experimentation: The first essential is that thou shouldest perform practical work and conduct experiments, for he who performs not practical work nor makes experiments will never attain to the least degree of mastery. But thou, O my son, do thou experiment so that thou mayest acquire knowledge. Scientists delight not in abundance of material; they rejoice only in the excellence of their experimental methods." (Holmyard, Makers of Chemistry,1931, p. 60). Hayyan is particularly remembered as the father of chemistry for his work with acids and various other substances.
In Dialogues Concerning Two New Sciences, Galileo's speed of light experiment was described. In it, he and a colleague stood a known distance apart with two lanterns that could be closed so they emitted no light. One person would open their lantern and the other would open theirs as soon as they saw the light from the other, while the first counted. As can be expected there was no discernible delay because light travels at 299, 792, 458 m/s. This didn't prove that light was instantaneous, according to Galileo, it just meant that they didn't have the proper tools to measure the speed of light at the time.
In the late 17th century it was thought that color was made up of a combination of light and dark. Isaac Newton changed that when he experimented with light refraction through a prism. He allowed light to pass through the prism to be separated into the normal rainbow but then did something no one ever thought to do: he added a second prism to combine the separated colors back into white light. This proved that light was a combination of all visible colors of the spectrum and he published this experiment in v. 6 no. 80 of Philosophical Transactions in 1672.
Throughout her experiments with various substances, Marie Curie discovered polonium and radium and also coined the term "radioactivity," in addition to being awarded two Nobel prizes for her work.
Without experimentation, the world would be far less understood than it is now and we have experimentation to thank for the breakthroughs that have allowed scientific knowledge to grow over the centuries.