An experiment is a question which science poses to Nature and a measurement is the recording of Nature's answer.1
-Max Planck
Quantum theory began development during the first half of the twentieth century in order to describe several confounding observations at the smallest scales.
The discovery of the photoelectric effect revealed that the energies of subatomic particles were quantized, meaning that they could only take on discrete values rather than the continuous range of values described by classical physics.
Stranger yet was the double-slit experiment which demonstrated that particles have wave-like characteristics and are thus able to undergo a type of diffraction. Prior to measurement, a particle is not localized and will exhibit an apparent dispersal across space such as in the case of atomic orbitals. Upon measurement, however, a particle will only be found in one location.