The wonders of paranormal investigating is that things can happen spontaneously or not at all. The saying 'expect the unexpected' is so true,I have done investigations where nothing has ever happened,infact it can be like watching paint dry and yet I have done some where unexplained things have happened throughout the night.The best way to approach an investigation is not to expect to experience something because this can't be guaranteed to happen and if it doesn't then you will be left disapointed.
It is always good to go on an investigation with a skeptical mind too, in the middle of the night, in the dark your eyes can play tricks on you, you may think you see something that isn't really there, you may jump at the slightest noise and put it all down to a 'ghost',try to be skeptical.9 times out of 10 most things have a rational explantation but like they say its the other 1 you got to worry about!
On some paranormal investigations something could happen suddenly and unexpectedly, so always be on your guard, there have been times where people have experienced something touching them or in some cases a spirit is known to affect a person, people can be affected by suddenly having headaches,feel sick,feel drained,faint etc. This is rare tho, the theory behind it is that it is a spirit using that person's energy in order to manifest or a scientific theory would be that the participant is anxious,nervous, worried and generally on edge, this could create a uneasy sick feeling.Some mediums also believe that when a person feels sudden pains in part of their body it is actually a spirit making that person feel the pain they were in when they died.
If you are lucky enough to witness some spiritual activity, try to remain calm and report everything you witness,although I do admit from self experience that when something paranormal occurs it is hard to stay calm, natural human fear kicks in and takes over!Many people have experienced something when they walk away from a paranormal investigation,but this can't be the case everytime unfortunately.