Definition: A double-blind study is a trial in which neither the people taking part nor the researchers know who is getting which treatment until the trial is over. The NCI says this makes the results less likely to be biased by things that have nothing to do with the treatment.
FDA rules for well-controlled studies (21 CFR 314.126) ask for steps to limit bias by the people in the study, the observers and the analysts of the data, and name blinding as one such step. If people know they are on the real drug, they may report symptoms differently, and a researcher may judge them differently.
After its blinded period, the AndroGel trial moved to an open-label period, in which everyone knew they were on the gel.
You always know what you take, so your own notes are never blind. Writing down symptoms on the day they happen, rather than from memory later, keeps the record as plain as it can be.
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