When I started learning Rails, I was amazed when all kinds of magical things started working. The problem was that I never felt in control of the magic. If I wanted a specific kind of magic to occur, then Google would route me to an extremely unfriendly and near worthless Ruby on Rails wiki. I often had to guess how things work by tweaking code found on peoples' blogs or by trial and error after not understanding the Rails API documentation. Nowadays, I'm very comfortable with getting around in Rails and all it's plugins. Here's how I go about hunting down a problem.
When a bit of magic goes wrong, here's the order of how I look for things:
Sometimes, I'm not so lucky and the method name is dynamically generated. For cases like these, I just ack for some substring of the method that I see being used by other files.
The checklist I outlined is far from a complete list of where I look for mystical Rails problems. This list is also not always in order either. At some point, I just became good at deciding where to start looking. Part of that skill comes from practice, but it really helps to encourage your sense of curiosity and dig into the code as well. I find myself reading Rails code and plugins code even when I understand the documentation. Reading the source has taught me all kinds of Ruby idioms and deepened my understanding of certain libraries.
If you're coming from a language or framework that has fantastic and comprehensive documentation, don't forget to read the source every now and then. Even with complete documentation, it's important to keep up with your framework and language's community to maximize what they can do.