What do you look at first when a stock's price moves sharply on no clear news?

I keep seeing posts where a stock jumps or drops hard in one session, and people talk about it as if the reason is obvious. I'm still learning, so I don't really know where to start looking. Is it volume, the time of day, or something on the news feed that people check first? I also wonder whether it matters if the move happens before the market opens, when there are fewer trades. Someone told me thin trading can make prices look bigger than they are, but I'm not sure I've got that right. Could someone explain what that means in plain terms? If you have a routine for this, I'd be interested in the order you go through things, even if it's just a short checklist. What is the first thing you check?