Hello & Welcome!
Things you could bring, borrow, or buy cheap for you first investigation: Flashlight, Digital recorder and a compass. You can bring your phone(s), but do put them in "Airplane Mode". Cell phones will make anyone near by you with an EMF detector give a false reading. Go to Wal-Mart and get a plain old compass for a few bucks. They are the original EMF detector. The needle will spin wildly around a high EMF field.
I understand you are a skeptic, but try to go with an open mind and enjoy the experience. You, are a great tool. Use your senses, sight, sound, smell, etc.
Good Luck!