The latest issue of Gold Gem and Treasure has an article on more or less this topic. Gentleman who uncovered a nice "heart of gold" nugget was out detecting, came across a signal but it was from an area that had clearly had a top layer or so removed... dug anyway and found a spent shotgun shell (if memory serves), detector still gave a signal so, not wanting to miss anything, dug further and came out with some gold. His theory was that it was possibly a previous prospector coming across the shotgun cartridge that cleared the top level... didn't do a follow up check and therefore left the actual nugget.
While I haven't got a detector yet (hoping a subscription to aforementioned magazine may yield one) I reckon at least to start with I'd dig whatever makes a noise... no doubt I will quickly find why some people opt to only dig "strong" signals