Hi, Jewels, welcome to the forum. Most MSCs do not want you to show up at the door. They prefer that you go to their website and complete an application. When you complete an application, you will provide your personal information and SS#, similar to filling out a job application, and then you will sign a confidentiality agreement. After you accepted as a shopper, you will be able to log in and see if the company has jobs in your area and you can apply for them.
Remember to provide all information online on a company's website. E-mails requesting that you respond by e-mail giving personal information are typically scams as are most jobs that offer to pay in advance. The blue link at the bottom of the page, Official List of Mystery Shopping Companies, is a great bunch of companies to sign up with.
Welcome, and good luck!