Well, it depends on if you want to investigate for thrills and chills or investigate to find out the real answers.
There are you 3 things you can do, 1st you can try and join a group and learn from people who have done it before, 2nd go solo and try to pair up with an experienced solo investigator, 3rd-start your own group(which is the hardest to do, running an organization and ultimately being responsible for everything can be a pain in the keester, but it has its rewards).
Knowledge is POWER, read as much as you can about paranormal investigating/ghost hunting from different approaches and angles, also read physics books on emf fields and electricity/sound waves/different light wavelengths and any related stuff, read up on the human body and its senses, also read psychology and any mental disorder stuff as well, read actual paranormal case studies, check out what the skeptics and disbelievers say about the paranormal-even though they are usually spewing venom it can actually keep you sharp (that's one reason I get on here-LOL) because they do have a lot of valid questions and points-just dont get mired down in the quagmire too much, your gonna need at least 5 pieces of equipment-a emf meter(mel-8704-records temp/em fields and comes in different kinds with different functions or a trifield meter-or both), a camera and camcorder, and a excellent sound recording device(tons of different kinds) and a digital temp gauge or just buy the mel-8704(check out the shadowlands ghost hunting store), and a good multi-colored light flashlight(coleman has a great red/blue/white light flashlight for $29 and spews 110 lumens), just dont get too much equipment, I know taps and ghost adventures has tons of equipment but its totally unnecessary it just bogs you down more equipment doesnt equal better investigations it actually equals HEADACHE plus they have very deep pockets, but the thing you need the most is a sharp mind/awareness and sharp senses, try going to the library and get some books on boosting awareness, dealing with the public etc., lastly you need field experience. Also you can do investigations in the day or night, but night is preferred for various reasons, one of which is that most of us have day jobs. Well I hope this helped, goodluck!!!