People lie. They say they'll come to your show, but they don't. They say they've purchased your album, but they haven't. They say they're vegetarians when they actually eat fish.
It's not that people are all liars though... Sometimes, like the vegetarian thing, it's perception. Just ask anybody who has been on an online dating site... What people THINK is an honest description of themselves can sometimes be far from "honest."
What does an "average" body type mean?
And what qualifies as "married" anyway?
You get the point...
This stuff can fool even the best marketers. Until you've rolled out your product or service and have people actually handing over their cash for it, you can't be sure. Just ask Coca-Cola.
Fortunately, technology has allowed us to "spy" on people to get information about what they actually spend their money on and where they spend it, not just what they say (or think) they do.
Sites I recommend and why...
1. Foursquare - This is the best way to find out where your fans hang out and can make your job of reaching them a lot easier. If you notice they're all going to certain places, perhaps you need to think about being in those places too...
2. Blippy - Where are your fans spending money? What are they buying? How much did something cost? Blippy knows... Click here for an example of where I'm spending my money.
There are other variations of each of these sites, but these are the big ones for their categories and probably the best place for you to start.