My first bit of advice is if you want to become involved with the paranormal, please do your research. Research techniques on how to investigate properly. Research different types of entities, myth's, legends, cryptozoology, ufology and religions. It all goes hand in hand. No, you don't need to be an expert in all of these aspects of the paranormal world, but at least have a general understanding of these things.
If you're planning on investigating a location, be smart. Don't just break into a place in the middle of the night. Get permission from the owners first and have a look at the place during the day so that you can get an idea of what you're dealing with before hand. This will also help you to rule out what is paranormal activity and what isn't later on. When you are actually investigating, don't get distracted or overreact because you can end up tripping over a surveillance camera or something and hurt yourself.
Now, the trickiest aspect to talk about is spiritual protection. We all have our different beliefs and different ways of protecting ourselves spiritually (or not if you don't believe in this kind of thing). What I like to do before I investigate (or even in day to day life), is to ground myself. If you would like to learn how to do that, please click here. There are several ways to center or ground yourself. You can even do a quick meditation to ground/ center yourself. Then I like to make a "shield" around myself. Now for every person this is different, some like to say a prayer, to st. michael the archangel, some like to imagine a brick wall around them and other's like to imagine a positive light around themselves. This basically acts as a barrier to keep anything from getting in.
