If you're a researcher, you need to hone your skills and possibly join a group. Groups are good except for Nazis; they are just shit. So how do you find a group? The newspaper, flyers, internet, or that creepy guy with a "research van?" Start where you found information on your sighting. Pick a team or team members that augment your skills. If you are great with tracking, find someone who is good with witnesses, CSI, or making food. If you're a true believer, find a scientific member or even a skeptic. "They are not all douchebags."
Also, work with others who you trust. Trust is important because when you disagree, it's a conversation "sometimes loud with swearing," but still, trust lets you agree to disagree, not dumping their body in the woods because he said something mean about ghosts, aliens, or bigfoot. When you decide to research, don't research alone.