Finding something that may have come from space is an exciting possibility. However, the odds of finding an actual space rock are very low for those without previous knowledge or experience on the subject, unless there was a reported recent fall in your local area. A quick scan of recent headlines certainly demonstrates that people have found actual meteorites, but again, the odds are very much against it.
There was a news story about a meteorite that fell in my area:
what to do
See our page How to Find a Meteorite