I'm not sure how everyone else goes about this, but I'm glad to share a portion of my experience in this area with you in the hopes that it will be an encouragement to you.  What I am writing here assumes a salvation experience has already occurred.  If someone is not sure they have placed their trust in Jesus Christ, God's one and only son, as their Savior, get that settled immediately.  Call a friend or a pastor and be sure!  If that issue -the most important issue- is settled, discovering who this Savior is through reading the Word and prayer is the next step.  After that, it is logical to want to be sure we are following God's plan for our lives.  That is where this question leads us.

First, it is always best to begin with the written instructions we have been given.  For me, it began with this verse:

"Do not conform any longer to the pattern of this world, but be transformed by the renewing of your mind. Then you will be able to test and approve what God's will is—his good, pleasing and perfect will." - Romans 12:2

If you read the end of Romans 11 through Romans 12, I think it gives us a pretty good starting place for figuring out God's plan for our lives.  These passages discuss the different functions each individual serves in the body of believers.

From this point, you might want to do a spiritual gifts assessment to get some clarity regarding your personal areas of giftedness.  There are a bunch of assessments/surveys on the internet.  Here's one I like, but you can do a google search and find another.

Once you get a handle on how God has gifted you (at least for this season in your life), find ways to give those gifts back to God by presenting them as "a living sacrifice, holy, acceptable to God, which is your reasonable service."  (Rom 12:1).

Of course, such a sacrifice should be a response to God's amazing Grace.  We are saved by faith, not works.  But it is so wonderful to be able to give something back to the One who has given us everything!