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A Rube Goldberg machine is a machine with a series of steps, such as a ball rolling down a tube, that all connect and eventually lead to a final step like putting toothpaste on your tootbrush.
This is a video of our middle school Rube Goldberg for Science Olympiad which earned 1st Place at States.

When designing a final goal, make it something fun but not impossible. A step like turning on a light or ringing a bell will make the rest of the design process easier.
When you are first starting out, it is best to come up with many ideas and then slowly plan how feasible they are and if they will work well with your situation.
Once you have picked which steps you want, plan a way for them to connect easily so that every step can seamlessly go to the next. You may have to revise a step here if it does not fit into the plan.
Picking your materials is very important. While materials like wood allow for a more solid structure, they are harder to manipulate. Legos are a very useful tool because they are easy to modify and attach to each other.
Full assembling the machine will take a lot of time and be frustrating but its worth it in the end. The best way to build it, from our experiece, is to build each step indivually, test it, and then connect them.
Once your machine is built, a lot of testing and small corrections are needed for it to be successful everytime. Recording the machine in slo-mo will help you see where things are going wrong.