Are you constantly leaving holes in your wall from trying to hang stuff? This article explores both how to find the stud behind your walls and how to use drywall anchors.
An "old school" way to do it is knock on the wall. A solid, resonant sound = the stud. A dull, hollow sound = drywall.
A "new school" way to do it is by using a stud finder tool. You simply drag the tool across the wall & it will beep when it finds the start of a stud.
You can confirm the drywall or stud by nailing in a small nail. If it glides right in, you're in drywall. If it's tougher to get into the wall, you found the stud.