Conducting interviews independently?
There is a whole science about conducting and structuring interviews, and drawing scientific conclusions from it. If you are unfamiliar with it, then the interviews you will conduct are likely going to be poorly designed, and you may not be able to get out of them what you wanted, or with as much clarity as you hoped. That doesn't mean than it may not be entertaining, or of interest to the public, but it's probably still worthwhile reading up on how to best do interviews.

An entirely separate question is institutional backing. It is not unethical or wrong to conduct interviews as an individual -- journalists do it all the time. But you will need to have the approval of an Institutional Review Board (IRB) if you eventually want to use the interviews for scientific research you want to publish.