Assume a species of blind squid that communicates through and can perceive sonar with high fidelity, has active, precise electroreception, is able to produce a strong voltage like the electric eel, and has very precise tactile and chemoreceptors in their arms (precise sense of smell).
Assume they live in an environment like Europa: high pressures as everyone lives at least 1km below a thick ice sheet, no light or habitable surface whatsoever. We're going to handwave how improbable sentient life would be in these low-energy conditions. In any case, even large gas bubbles would have to be largely artificial, though natural ones could conceivably be trapped under ridges and under the ice sheet.
Assume stone-age technology, with access to coral-based cordage, animal husbandry and agriculture (fields of mussels, crustaceans, bacterial mats et cetera) and a system of writing. Society would be based around ecologies surrounding hydrothermal vents and cold seeps, which would be more plentiful than on earth's oceans. Frequent volcanism would provide access to magma - and remember supercritical fluids and sharp temperature gradients in the deep might mean that you can probably get closer than you'd think. We're underwater, so assume all the difficulties related to metalworking that brings. They could use stone, coral and many varieties of shell as materials for building.
How would this culture begin to learn scientific principles?
From our perspective, a low-pressure gas medium has numerous advantages. Heating and containing things and reactions is difficult underwater, which would likely complicate chemistry immensely. Making durable materials also seems difficult underwater.
Basic Mendelian principles of genetics and basic physics should be doable, at least, and I'd assume they'd try to figure out things like currents and thermodynamics.