Yes, but when it comes to measurements using instruments, there is a difference.
What's the difference? Basically, we don't really observe anything but
effects. We have a model that explains lots of effects, that is electromagnetic radiation. The model matches the effects we observe so well that the theory is universally accepted.
Newton's laws are the same, we can only observe the effects.
We cannot, even in principle, observe individual quarks (that make up protons, neutrons, and many other particles) because the strong force that holds them together
increases with distance, so by the time you've provided enough energy to separate them to an observable distance, we'll have generated other particles. Yet the quark model works so well, it is not at all controversial.
We can't observe the exact quantum state of any particle, because
any measurement at all will change it, but quantum mechanics works so well, it's the basis of pretty much all modern technology.
What we do is build a model of the world and see if all the effects (experiments and observation) match the model.
There is even some evidence that that's how the brain itself works. Perception has been described as a 'controlled hallucination', the brain's 'best guess' at the world, that is constantly being refined and updated from the sense organs (see
Being You by Anil Seth). In a way, in this hypothesis, the brain is doing science: building models that make predictions of future sensory inputs, then comparing the result with what happens with said inputs.
Basically, the history of the universe is no different. We can observe the effects, build models, and see if they match the models.