Collecting (mining, picking plants for threads, hunting animals for hides) and deconstructing what you find out whilst adventuring are your two best methods. If you have surplus coin, you can buy materials but I wouldn't recommend that.

Investing some points in your crafting in the appropriate ability can help see the materials in-game more easily too. Basically the more you invest (up to three points) the further away the material will 'glow'. It's very handy for some crafting professions, and might help you until you get your eye-in.