Thorough Investigation

• WOTC Official Reminder Textofficial rules
  Investigate — Create a Clue token. It's an artifact with ", Sacrifice this artifact: Draw a card."

• WWizards of the Coast2021-07-23
  Official Ruling
  Choosing the dungeon or room to venture into is part of resolving the venture into the dungeon keyword action. Once that choice is made, players may not respond until after the appropriate room ability has triggered.
• WWizards of the Coast2021-07-23
  Official Ruling
  You can only move forward (well, downward) in a dungeon, never backwards or sideways.
• WWizards of the Coast2021-07-23
  Official Ruling
  A player may only have one dungeon in the command zone at a time.
• WWizards of the Coast2021-07-23
  Official Ruling
  Dungeons are removed from the game as a state-based action.
• WWizards of the Coast2021-07-23
  Official Ruling
  To venture into the dungeon, a player moves their venture marker into the next room of the dungeon they are currently in. If they aren't currently in a dungeon, that player instead chooses a dungeon card from outside the game, puts it into the command zone, and moves their venture marker onto the first room.
• WWizards of the Coast2021-07-23
  Official Ruling
  Thorough Investigation's first ability can trigger only once per combat, no matter how many creatures you attack with.
• WWizards of the Coast2021-07-23
  Official Ruling
  Moving into a dungeon room will cause its room ability to trigger.
• WWizards of the Coast2021-07-23
  Official Ruling
  Once you resolve the last room ability of a dungeon, that dungeon is now completed and is removed from the game.
• WWizards of the Coast2021-07-23
  Official Ruling
  If you somehow venture into the dungeon while a room's ability is on the stack, you will continue on in the dungeon. If you're already in the last room, complete that dungeon and start a new one.
• WWizards of the Coast2021-07-23
  Official Ruling
  The player venturing into the dungeon chooses which dungeon they will venture into. They may choose a dungeon that they have already completed this game.
• WWizards of the Coast2021-07-23
  Official Ruling
  Dungeon cards are not part of a player's deck or sideboard. In both constructed and limited formats, players can use any dungeon card when they venture into the dungeon.

Rulings via Scryfall