How are thermals found?
There are a few different things that you can look for, and to some degree it is trial and error as well.  Gliders will have an instrument that measures vertical speed so that they can tell "how good" a thermal is as well (a variometer or a Vertical Speed Indicator(VSI)).

Some of the things to look for:


Color variation on the ground because the difference in the amount of heat absorbed by the ground varies based on the color/composition.  The hotter area will cause the air to rise (hot air rises) and will create a thermal.  I.e. A dark colored area surrounded by a light colored area or vice-versa such as a parking lot with fields around it.
Birds circling in an area because they tend to circle in thermals.
Certain types of cloud formations that can indicate lift.
Other gliders!  :-)
If the wind is blowing across a mountain ridge or other large structure, the wind has nowhere to go but up so is also a good place to look for lift as well.


Here is an example showing how some of the thermals form and how the wind affects them.  Notice also how once the air has been lifted to the point where it cools below the dewpoint that a cloud will form:

  

Here is another showing how terrain can cause lift: