Please help me identify a critical thinking maxim

I recently heard mention – maybe in a podcast? – of a maxim related to skeptical or critical thinking. The gist, if I heard correctly, is something to the effect of "Before delving into the hows and whys of some claimed phenomenon, confirm that the phenomenon actually exists".

Examples might include: Before offering convoluted explanations for a paranormal sighting, first confirm that the alleged sighting actually took place. Before trying to debunk legends surrounding some mysterious ancient artifact, first confirm that the alleged artifact exists. And so on.

I only heard the mention in passing, and didn't catch the name. I thought I heard "<Somebody's> Maxim" given as the name.

I asked this question on the Richard Dawkins forums, and the good folks there offered "Evidence before explanation", The Complex Question, and other possible labels. All good suggestions, but I'm still wondering whether there's a "<Somebody's> Maxim" name floating about out there as well.

Does this ring a bell with anyone reading?