What is the placebo effect?
A pill without an active ingredient that still seems to work. Sounds odd, but it happens a lot.
Expectation goes a long way
If you expect something to help, that alone can make you feel different. The effect is well known and well studied.
Why researchers use a placebo
In good research, some participants get a placebo: something that looks the same but contains nothing. Only if the real group scores clearly differently does the study say something about the substance itself.
Double blind
Ideally, neither the participants nor the researchers know who gets what. That's called double blind. That way nobody can sway the outcome without realising it.