How often should I be looking for something strange?

Orion doesn't want anyone getting overworked so once you're certain you've found something and you told Orion about it, you should take a break for the day and go searching more tomorrow! If you miss a day or two though, you can make up for lost time by trying to find multiple strange occurrences. However, make sure to keep checking in with Orion whenever you can, as he'll be on the lookout for when you should take another break!