Start here. This is the direct spoken answer to practice first.
Why this question matters
Collecting the richest artifact first can create unnecessary risk and still answer the wrong question. The useful skill is moving from a broad symptom to the cheapest evidence that can narrow the next decision.
I first decide whether the symptom is about behavior over time or process state at one moment. Counters show trends and narrow the hypothesis; a trace or repeated stacks explain intermittent CPU, waiting, or contention. A GC dump answers managed-heap retention questions, while a full dump captures threads and broader process state. I choose the smallest artifact that can answer the next question.