Become familiar with how your surroundings are supposed to look so that you know what's supposed to be there and what's not. If, for example, you've just accepted a new position patrolling a bus station, get acquainted with the types of objects that are typical present in different parts of the station. Suspicious items are suspicious because they shouldn't be where they are.
Examine any potentially suspicious item you find to help you identify whether or not it should cause alarm. If you find a suitcase or backpack, for instance, look for an identification tag (and phone number) and call the purported owner to see if he knows he left his bag. If he tells you he's on his way and returns quickly to retrieve his item, chances are it was, in fact, a mistake. If the number doesn't work or if the person you call acts surprised, however, you need to escalate the situation.
Contact local authorities, such as the police or fire department, if you find a suspicious object you can't trace to a certain person that seems to have no place where you've found it. Although it's more than likely not anything harmful, it's better to be safe than sorry, particularly if you find the item in a high-traffic area.