Climate change records according to this MET link ( http://www.metoffice.gov.uk/climate-change/guide/science/explained/observations) are the long term, world wide observations and instrumental data important to our understanding of climate. Over the last two centuries observations have improved but a lot of the data is geographically and historically incomplete. Weather balloons in 1950s, satellites in 1970s and sub surface ocean temperatures since 2000 have been great improvements. Observations from ships logs in 19th and 20th century are currently being entered into computer data bases.
However there are a number of challenges. Indirect methods such as tree rings, ice cores, bore holes and depth profiles to estimate changes in air temperature and coral to estimate temperature and sea level changes are not as precise as direct measurement. Errors can be made when collating data if different methods have been used, it is important to make detailed records about how direct measurements are taken now. Calculating changes (anomalies) and estimating uncertainty are not given as absolutes but are helpful for gauging differences.
Climate records are useful in providing data for reports such as IPCC so decisions about climate change can be made with the best evidence possible.