Know what you are looking for before you start searching.
It is important to know what records exist for a given time and place.
In the genealogical world it is common knowledge that a vast majority of the 1890 United States census was destroyed. A seasoned researcher will not waste time looking for a record they know doesn’t exist.
Unfortunately, we all search for records that do not exist as a day to day part of the job but it is helpful to do a little pre-research homework and try to determine if the records you are looking for even exist. Work to understand the locale of your research subject. Did the courthouse burn? Did the location make any effort to record births before a certain date? Answering a few simple questions before searching can be a time saver.