What "I Didn't Find Anything" Really Means

When you’re researching in any resource — a book, database, microfilm or whatever — remember that “I didn’t find anything” really means “I didn’t find what I was looking for in this resource.” It doesn’t mean that your person isn’t there, it just means you didn’t find them in that particular resource with the search strategy you were using.
It is entirely possible, of course, that your person really isn’t in those records. But before you write them off completely, ask yourself if there’s something else you should be considering or another way of searching for the records you are after.
Consider the source you’re using.  Was it a database or an index? Not finding someone in an index is different than not finding them in the records themselves.  Look at the source – is it complete, or are there gaps, missing pages or years that could cover the record you are looking for.  Some records haven’t survived in complete form.  Is it transcribed?  Could there be spelling errors in the transcription – or in the original records themselves?
For those times when the record you’re looking for doesn’t exist — either your ancestor isn’t in the record or the record was destroyed — think about other records that could give you the same information.
If you’re in a database, will it search variations in spelling or do you need to do multiple searches to find both “Smith” and “Smythe”? What about Mc and Mac?
Did you put too much into your search? Some databases will try to match everything that you enter, and if you search for William Ramsey, born 1870 in Kyabram, it won’t return a record that has William Ramsey, born 1869 in Kyabram. Play with your search terms – sometimes less is more.
Consider not searching at all.  Stop searching and start browsing. You never know what you might find hidden by a spelling error or some other small difference when you browse through a set of records.