Go to the Letterbox North America site, or Atlasquest.com. Find your state, and the region where you live. You may even find the town you live in listed. Often there will be a letterbox within a few miles of your house and in some areas perhaps several. Most clues will give you directions to a place to park, and a starting location. Print yourself two copies of the clues. It is always a good idea to have a partner, as you will often be walking through woods, and that way you don't have to share. But if you are going by yourself, give the second set of clues to someone, so they know where you are going, in case you are not back when expected. Drive to the starting location, and start following your clues.
You should bring along the same personal equipment you would for a day hike. Bring water, a sandwich or other trail food, a small first aid kit, gear for a change in the weather, and depending on the season, bug spray and sunscreen. Wear comfortable sturdy shoes. Having a map of the area won't hurt, and if you own a cell phone, bring it. Pack your supplies in a knapsack, and don't forget your clues. Many people bring along a spare ziploc type freezer bag in case the materials found in the letterbox need additional protection from the weather, because the original waterproof bag around the logbook might have deteriorated from use.
Letterbox placers generally try to either find a scenic place to put the letterboxes, or have you travel through through attractive surroundings. Relax on your excursion and enjoy the view and the sounds of nature. This is a treasure hunt, but getting to the treasure by following the clues is meant to be almost as much fun as actually opening up the letterbox.