If this is your first outing, it is best to go with a group of people, including a guide from the local paranormal research group. Your guide will know of local sites that manifest paranormal activity, and will be able to lead you through the area safely. Do not stray from the group. Always go around in at least pairs in an unfamiliar area so no one gets lost or injured.
If possible, I recommend visiting the site during daylight hours so you can get baseline readings. It is also a very good idea to look around for any possible dangers in the area of which you should be aware.
Once at the site for your ghost hunt, find a safe base site to set up your equipment. Once you are set up, begin recording to see what you can find!