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However, harnessing this potential is hindered by significant challenges, particularly in the collection of annotations that align with physiological changes since the process hinges heavily on human participants. In this work, we set out to study human participants' perspectives in the emotion data collection procedure. We conducted a lab-based emotion data collection study with 37 participants using 360\u00b0 virtual reality video stimulus followed by semi-structured interviews with the study participants. Our findings presented that intrinsic factors like participants' perception, experiment design nuances, and experiment setup suitability impact their emotional response and annotation within lab settings. Drawing from our findings and prior research, we propose recommendations for incorporating participants' context into annotations and emphasizing participant-centric experiment designs. 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