You start by reading several dozen books, then you have an idea what you're even asking about. You don't "look for exploits" unless they already exist. In that case, you "start" on Google.
What you "look for", are vulnerabilities. When you find one, you figure out if you can exploit it.
In the case of Nintendo Switch, the entire OS is nearly 100% accurately reverse-engineered (Atmosphere CFW), so it's never going to happen. There are NO software vulnerabilities that can be exploited, and that's not going to change. Buy a modchip and grab a bunch of broken electronics out of the trash to practice microsoldering. Or just buy a pre-modded Switch, because it's still a lot cheaper than buying all of the tools you need, if you don't already have them.