It consists of gathering, securing, and examination of evidence aiming to establish facts substantiating or refuting allegations, and may consist of several stages (including initial consideration, preliminary assessment, and investigation).

verb. If someone, especially an official, investigates an event, situation, or claim, they try to find out what happened or what is the truth.

If you don't have much information to start with, try searching for people by name and location only. Look in state and county records for the town where your subject lives. Those record offices may maintain criminal records, property records, divorce records, and more.