Often it is faster to do the research part on your own and it is important to do some research on your own to get to know the topic you are going to work on.
The big advantages of doing research on your own are that you can start right away and often it is very fast. You can simply open books or you browser and find the information you need.
The disadvantage is that you do not actively involve the users in the creation progress of your solution but users should be involved from the beginning on.
Therefore we advise you to do some research on you own before you work together with your users that you get an overview on the topic and have some first ideas in case the workshop with your users got stuck and you might have to come up with new input.