How do I find why my job failed in SDSF?

I know ST to see jobs. Job is in held output with an abend. What do I click first so I am not guessing?

Select the job, look at JESYSMSG / JESMSGLG for the abend code and step name. Then open that step's SYSOUT / SYSPRINT for the real message.

CC / RC on each step tells you which one failed. Do not start in the COBOL listing unless the message says compile failed.

Filter with PRE jobname if the list is huge. Ask your shop whether they use SDSF or (E)JES. Same idea.