Recording your finds
Lots of wildlife trusts rely on people to report their findings in order to keep their records up to date and to monitor changes. It also allows us to build up a picture about the range of species in an area and their numbers. All sightings are important not just the rare or alien species. I reported one particular find of a fish which is surprisingly common in the area that I found it and upon reporting it I was informed that the fish hadn't been reported from that area since 1903 (108 years). This doesn't mean the fish was absent from the area, just that no one had bothered to report it.
This is important stuff, it only takes a few minutes and it really does help.
What to note
If you can take some photos of the immediate location then so much the better. Basically the more information that you can provide the better.
Who to report the findings to
http://www.wildlifetrusts.org/ (your local trust)