Hi, I am going to start a masters thesis in mechatronic engineering soon, what is something innovative I can do? 

I like microcontrollers, I would like to do something sciency but it can't take more than month to make instruments and gather data.
That is very vague! Do you have a topic yet? Or a focus? I would start there! There’s a lot of exciting stuff you can do with micro-controllers. Can be something that measures a physical phenomenon in your house (like temperature) with an arduino to something larger where you’re measuring distance and distance of objects like how I believe roombas (the robotic vacuums) do that. It can also be used in the medical field for measuring data, I am not super knowledgeable about this, but I know some people that have done projects along those lines.