There are caches literally all over. Used to be a big problem w/people digging where they shouldn't (e.g., inside National Parks), but chachers are getting more creative and less likely to put caches in illegal spots now. There are 'virtual caches', 'micro caches', 'video caches'...you name it. Sometimes you will get the coordinates of the cache just given to you. Some are more like puzzles...solve the puzzle THEN you get the coordinates. Sometimes the cache you find will contain another clue to lead you to yet another cache. It goes on and on....
Part of the 'code' of caching is that when you take something from a cache, you leave something in exchange. My sister stocks up at dollar stores, end of season sales, etc., for small and inexpensive items to leave behind.