The Historical Folk Toys website (see references) states that arrowheads were first used in Africa and were believed to be made as early as 25,000 BC. They are found all over the world in a variety of sizes and shapes. The earliest Native American arrowheads were made about 9,000 years ago. The Arrowheadology website (see references) suggests rivers and streams as good places to search for arrowheads because Native Americans would often use bodies of water to travel quickly and hunt for game that came to drink there.
Research the types of arrowheads that were used by Native Americans in your region. There are many books and websites available to research this subject, including Arrowheads & Stone Artifacts: A Practical Guide for the Amateur Archaeologist by C. G. Yeager (see resources).
Study your state’s chamber of commerce and other records to see if there are known river routes that Native Americans would have taken to travel. You might even find information on camp grounds and other areas that were utilized in this manner.
Search after a rain when the layer of dust has been washed off the rocks and new items are uncovered. Also search around river banks and lakes when the water levels are lower and parts of the river bed are exposed.
Look for signs that Native Americans camped and worked in an area. This could be blackened stumps used for fires, pieces of flint that have been deliberately chipped, and other Native American relics. If you find an area that looks likely, use a sieve to pan through the mud and rocks near the creek or river bank to search for pieces.
Don't get discouraged if you only find pieces of arrowheads at first. Even though condition is extremely important in regard to value according to the American Arrowheads website (see references), some rarer types of arrowheads can be worth a great deal even when they are broken.
According to American Arrowheads website (see references), it is against the law to search for arrowheads on federal or state owned land without signed permission forms. It is also illegal to sell anything that is made from an endangered animal, and of course anything created from human remains.