Are you more of into looking for coins or military relics, or a little of both?
I hate to write a novel about this stuff so I'll try not to. The biggest mistakes I see other detectorists make...are as follows:
1. They don't have the machine set up right.
2. They aren't using the machine right.
3. They are in the wrong spot.
You want to be able to set the machine up to run stable but on the verge of being unstable, for optimal performance. Most people turn that sensitivity way up. Which that is good if the ground allows for it. This is TN...our ground don't allow for that. We have heavy iron content in our ground. Turning your sensitivity way up in our kind of dirt is like running your high beams in a dense fog. In a perfect ground condition, the high beams are better but our dirt requires some finesse. If the area is real trashy, you can back the sensitivity down further and get better results via target seperation.
Ground balance is critical. If you got a machine with fixed GB, you are limping by and missing a lot of goodies. If you have a machine with manual GB and it ain't set up right, you are missing a lot of goodies. Most detectors today are going to the automatic push/pull switch GB, but if yours is a manual machine you'd best keep on top of it. If nothing else, set it a touch on the POSITIVE side when you set it up. Running it that way is FAR better than having it go negative on you.
Discrimination control is important too. Most folks don't want to dig junk. But it's sorta like crappie fishing and getting hung up. If you ain't getting hung up you ain't where the crappie are. And if you ain't finding junk every now and then, you ain't where people were to lose stuff. In relic hunting, I am finding myself leaning more and more towards O discrimination. My current metal detector allows me to run 0 discrimination and I can set it up to give a low grunt tone on iron of all sizes, and anything that isn't iron it will give another tone for. That's all the discrimination I need. But some guys will go and set it to reject everything up to a pulltab or nickel and hope for the best. What they end up doing is leaving a ton of goodies for other folks to find. Go with as little disc as you can tolerate. If you have a single tone unit (gives one tone for all signals) then you can get away with setting it just high enough to knock out an iron nail. That's all the disc I would recommend using.
For coin hunting it's a tad different. But beware that older coins being deeper in the ground will throw a detector off. I've got a machine now that is a $1000 machine and even it gets throwed way off on deeper stuff. That means you can easily reject some good deep coins by setting your disc to anything over rejecting aluminum foil-small tabs.
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Oh and slow down but don't crawl! I see guys all the time hunting a metal detector with the coil 6" off the ground or better. Keep it as low and parelle to the ground as possible and overlap your swings as much as possible too. And I've seen guys swing their detector so slow that the detector's processor is actually picking up good signals but not registering a good hit because they are going so slow. Speed up the coil sweep speed but don't run it 100 MPH either. If you are getting a lot of signals that seem to disappear on you or jump around...try speeding your sweep speed up and see if they disappear or stay solid. That will keep you from chasing ghost signals around. You don't want to cover 100 yards with two or three swings of the detector but you don't want to die of old age in a 10 yard section either.