In "A Scandal in Bohemia," Sherlock Holmes says to Dr. Watson, "It is a capital mistake to theorize before one has data."Explain why this is an...

This statement is essentially saying that a person must not make assumptions.  Instead, a person must wait until they have evidence.  I suppose you could say it is an ironic statement because, you can argue, Holmes makes assumptions about Irene Adler without having data to back them up.  These assumptions cause Holmes to lose the battle between him and Adler.

Holmes just assumes that he is smarter than Adler.  He assumes that he has fooled her with his tricks.  But he has not collected any data to find out if she is too smart to be fooled.

In the end, it turns out that she was too smart.  It is ironic, then, for Holmes to scold Watson for this when Holmes is going to be defeated by that very mistake in this story.

The answer they are looking for can be found in your study guide, on page 252. It says there..

Note that Holmes tells Watson, "It is a capital mistake to theorize before one has data." Ironically, it is Holmes's failure to adhere to this rule later in the story that causes his failure- a unique event in Holmes stories. What assumptions does Holmes make that lead to his failure?

Hope this helps!