A think tank or policy institute is an organization that conducts research and influences public policy. Some think tanks are nonprofit organizations while others are funded by the government, interest groups, or businesses.
Be sure to check the information about an organization before using a report or statistics. Look at how a think tank describes itself (often through an "About" page) as well as how it is described by third parties.
Information from think tanks would be considered "grey literature."
A helpful tool for searching think tanks is the Google site search tool. You enter your existing search words and then add "site:" and a domain or URL you want to search. You could then, for example, search the website of a think tank you think will have reports or research on a topic of interest.