Some people put everything on the Desktop. That’s an easy way to file things but it’s not so easy when it’s time to find them– unless you know that clicking on some bare piece of the Desktop, and then typing the first letter of of the thing you’re looking for, will jump you to the first item on the Desktop whose name begins with that letter.
If the selected item isn’t what you’re looking for, tap the Tab key to jump to the next item, alphabetically. Shift-Tab goes in reverse, if you need it.
It might be easier to show the Desktop’s contents in a window. In that case, use Command-Shift-D, and then click the Date Added heading to sort the newest stuff at the top. Or by name, to show things A to Z.
(Are things sorted upside down? Click the heading again to flip the order.)
Don’t have a Date Added column? Go to the View menu, select Show View Options, and add it.
Don’t have color in your Finder’s sidebar? Get it with XtraFinder.
Don’t have your favorite icons in the Finder’s toolbar, as I do with Pixelmator and Mail? Hold the Command key and drag them up there. Then, you can grab a file and drop it onto the icon in the toolbar, and open your file with that icon’s app. For example, if I double-click a PNG, it opens with Preview, of course. But if I drag it up to Pixelmator’s icon, it opens with Pixelmator. If I drag a file onto the Mail icon, a Mail message is created with the file attached. This is really handy!
This actually works in any Finder window, not just the Desktop.
It’s often easier to do it this way than to do a search with Spotlight or via the Finder’s File/Find… menu item, but of course those are options too.