The Hawthorne Effect is the phenomenon where people modify their behavior because they know they are being observed. In the context of a study, participants will often modify their behaviors to be whatever they perceive as more desirable for the researcher. It’s a well-known threat to validity of many studies.
Example
Imagine conducting a study in which researchers ask participants to keep a log of all of the food they eat over a given week. Since the participants know they will be submitting this log to the researchers, they might eat more healthfully than they typically would so that their eating habits seem “better” to the researchers.
Another example might involve teacher behaviors during classroom observations. If a teacher knows she is being/will be observed, she might design and teach a lesson that is more aligned with what the principal (or other observer) considers best practice than her typical lessons are.