Obviously you need to have a goal in mind before you can do anything. You have to decide what you want to do. First you need to outline exactly what kind of operation you are going to undertake. Remember SSSS, snoop, spy, steal, and sabotage. Nearly every operation will be one of the four in one form or another.
Sabotage may include "sabotaging" a person, and stealing could be "stealing" a person away from somewhere. Think objectively.
Snooping is for the curious, the person who wants to know what's around the bend or on the other side of a tall fence. Curiosity is a very natural thing - embrace it!
Spying, in a sense, is merely specific snooping. Maybe you are spying on a single person, or maybe an entire group for one reason of another. Unlike snooping however, you have more control. There are less gambles but don't think for a second that the stakes aren't higher. Invasion of privacy can land you into some serious trouble.
Stealing seems so simple to some people. These people have either never been caught or haven't experienced a decent punishment for their wrong doings. When done with the proper precautions and preparations however, stealing is less risky but the high reward is still there.
Finally, sabotage is the act of disabling and/or destroying something... or someone. Destroying the target is almost always the easiest part. It's evasion that's critical, and if the target is well guarded, simply getting within range can be a daunting task.
Whatever the task at hand is, staying unnoticed can be just as important as completing the mission. Remember that you are always outnumbered and few, if any, are on your side during an operation.
You also need to take into consideration what exactly you want, if you want an item, and find the best place to get it. For example, why steal a rifle from a highly secured store when you could get it from some drunk in the trailer park easier?
There are numerous ways to get an objective, and the way to get one is by what I like to call job hunting. Searching is comically simple, here are several ways of doing so:
Look around the newspapers for something you want. When you do, look for an address. If one isn't listed, the number probably will be. Simply look up the phone number either in a phonebook or on the internet to find the address and you're ready to go. This will take some time to do, but eventually you'll come up with it.
Some internet auctions and stores have private sellers who list their information. You may find either an address or a phone number. If you only get the number, simply check it up like above and you are ready to make a plan.
Real Estate Ads
Real estate ads almost invariably list addresses to houses and property for sale. This is an invaluable tool as it gives you ideas for practice runs, theft, temporary stash areas, and anonymous mailing locations. Best of all, they usually come with floor plans as well, so you can get to know the house well. If the house is nice, keep tabs on it. When somebody fairly wealthy moves in, you'll have the floor plans to their house!
The bold may wish to check up on lawsuits for various things. You may get contracted if you are lucky. The skilled may also be able to get on a recon job for blackmail. Better yet, work for yourself and get the blackmail information if you think there might be some.
Don't try simply asking around. You might get lucky and overhear something, but don't suggest interest in any potential targets. Look around and you'll find something that's worth your while in the shadows. Consider non-traditional ideas as well. For example, do people pick mushrooms in your area? If they camp out in the woods and pick mushrooms, camp near them and steal the mushrooms at night. They can be sold for a good price. Be creative.