One of the most significant challenges in researching the social aspects of contemporary societies is to adapt the methodological approach to complex digital media environments. Learning processes take place in this complex environment, and they include formal and informal experiences (learning in school, home, and real-virtual communities), peer cultures and inter-generational connections, production and creation as relevant activities, and personal interests as a focal point. Methods used in the study of learning and the social practices of young people must take into account four key issues: boundaries between online and offline experiences are blurring; young people act performatively, knowingly, or reflexively; and their activities cannot be understood through the use of a single method, but require the use of multiple tools of investigation. The article discusses three methodological issues: research design aimed at following people along their transmedia paths, the relevance of participatory research, and the epistemological implications of multi-method research. The article presents a theoretical discussion of the research issues and some examples of research projects for each topic.