Why might it be important to select research that has been published in peer reviewed journals?

The whole point of peer review is to ensure that sloppy
research does not get through to be published in journals.  Articles in academic
journals are supposed to be guaranteed to be worthwhile and, more or less, true.  If you
take articles from journals that do not do peer review, you have much less of a
guarantee of the validity of the articles.

In the peer
review process, people who are experts in the field that an articles is about look over
the article.  They make comments on the article, saying what (if any) problems there are
with the work and what corrections need to be made.  This ensures that the research is
basically sound.

Overall, then, peer review is something of
a guarantee of the quality of research.  It is important to pick articles from peer
reviewed journals because other articles might simply have been made up or might have
been written to a much lower standard of scholarship.