When you land on a planet, you should first check your Map. This often reveals the locations of many known points of interest. Anomalies--marked with a question mark--usually indicate something interesting to explore. You can also find several deposits of rare materials, which you can acquire if you discover them.

When you are done exploring a planet, simply press the X button while in the Mako (or from the Map screen) to return to the Normandy. This is done on the PC by pressing the N key.