Step 4: Make a full tour of the market
One of the benefits of taking an initial tour of the market is that a lot of the vendors give out free samples. Definitely take advantage of this!
I also recommend observing which booths appear to be the most popular, and what people are buying at these booths. Keep an especially sharp eye out for any chefs. If you see a chef or cooking school student at a booth, follow her around and see what she's buying. It's like a free class.
If you haven't been a fruit or vegetable aficionado your whole life, then you may encounter a very basic problem of not knowing what a lot of stuff is. Apples and carrots are easy to recognize, but you may never have seen a winter squash or various fancy mushrooms. So don't be afraid to ask the vendors or other people milling around the stand. I'm a huge fan of fresh spinach, but I still have trouble recognizing it when it's not labeled (the various kinds of lettuce completely mystify me), so I had to ask some vendors to point it out to me. Sad but true.
Finally, if you're concerned about eating organic food, then use your tour to note which booths sell organic.