Farmer's markets can be a bit jarring at first. There's booth after booth of people selling the same vegetables or the same organic soaps. I've been known to walk from one end to the other of a farmer's market before finally deciding a vendor from which I want to buy my spinach.
Farmer's markets can be found virtually everywhere. I grew up going to a little one in my small town every Saturday when I was a kid, and to this day, going to farmer's markets is one of my favorite weekend activities. Something about knowing your food comes from a local farmer instead of a giant corporate-run farm makes buying stuff at them feel so much more satisfying than taking a trip to the supermarket.
When you live around Seattle, you learn that most people have a favorite market (mine are the U-District Farmer's Market and the Ballard Farmer's Market). When you're new to a place though, it can be fun to explore the different farmer's markets. The nice thing is that, most of the time, different towns schedule theirs for different days of the week so it's possible to check out different ones through the week without rushing from one market to the next, frantically trying to make it to them all before they close.
Annnnyyyyywayyyyyy, to the point of this post, here is some of my advice for shopping at your local farmer's market.