A couple of thoughts:
Stick with only Church approved apparitions. Many are unapproved, and many of those contain messages that are not in keeping with Church teaching. Only the approved apparitions does the Church currently consider worthy for our belief.
Read up on them, but don’t overlook the true message contained. For example, so many people are obsessed with the secrets of Fatima, particularly the Third Secret. But, if you study up on Fatima you find that Mary is pleading for us to pray and do penance. If you miss that, you’ve missed it.
Don’t chase after shadows. I’m not discouraging pilgrimages, which are a good thing. But, many people run after anything that smacks of supernaturality in superstitious pursuit. They are looking for signs, miracles, etc. As a certain Bishop commented on alleged and currently unapproved apparitions in his neck of the woods:
Bishop D’Arcy also has concerns about people solely seeking out miracles. “God comes to us through the ordinary, through the bread and wine [of Communion] and through the pastor as shepherd,” Bishop D’Arcy said. “As a pastor, I would say people should seek [the] ordinary means Christ has given to the church and not seek signs and wonders.” (McClatchy Newspapers 6-21-2008)
