Oftentimes physics is portrayed as merely a list of facts that we know about the world around us, when in fact it is a way of knowing about that world. At times physics claims to understand the inner working of objects that cannot be directly observed, such as the core of the planets and Sun, or the structure of an atom. It is important for students to learn not only the facts of what we know about science, but also how we know what we know about science, even if we cannot directly observe it. This article describes a new take on a black box activity that has been around for years, the mystery tube. It is simple to construct but effective at demonstrating the nature of science (NOS). It illustrates the difference between observation and inference, and steps students through the scientific process. Beginning with a scientific question, students make observations, form a hypothesis, predict further observations, and test them before revising or strengthening their hypothesis. This activity provides a fantastic introduction to NOS, either as an alternative to other NOS activities or as a lead-in to a discussion of NOS. It can be used as an in-class activity, starting off a discussion of how scientists can claim to know what we know, or it can be used as an introductory lab, setting the foundation for how all subsequent activities should be conducted.