Feats are broken up into two categories: Active and Passive. Passive feats are easy. You just take them, and they give you whatever bonuses or extra capabilities that come with them. Take the Sorcery feat, and you can cast low-level Sorcery spells. Take the Deft Fingers feat, and you automatically get a bonus on any attempt to pick a lock or disarm a trap. Some checks (like searching) are always made by the most skilled member of the party, so doubling up on feats that give bonuses in those situations might not be too useful unless your “best” character is incapacitated or debilitated somehow.