I use Shadow Shopper. It is a great way to get started. When I started two years ago, you could sign up for a trial membership with Shadow Shopper for a few dollars. I found that the membership payed for itself Many times over, especially if you are just starting out. They email about 30-40 shops a day that ms companies are looking to get filled. You follow the directions from Shadow shopper to apply for the mystery shop jobs.
If you don't want to pay ANY money to start, try the lists of companies on the volition web site. You can register for free with all the different companies. Then check the individual companies' job boards for possible shops you would like to apply for.
Some companies use a self assign system, like ShopNCheck, where you assign yourself to shops you are willing to complete.