I tried it as a youngster, it was good fun sweeping a beach to collect enough coins for my next set of batteries.
To search on any private land you need the owners permission of course, and normally an agreement to split anything you find. Detecting on a known archaeological site needs special permission and probably supervision.
If you need an excuse to get out in the fresh air it can be a nice pastime, but you would soon get into the 'if I was a roman burying my hoard, where would I put it" mentality, looking for ancient natural markers in the landscape.
There is reckoned to be a wealth of hidden treasure in England, by those who buried everything before they left for battle, but never made it back.
If you detect on a soil high in gold dust you might need a certain type of discriminator to only pick up the bigger pieces and not the background noise. I've never done that so wouldn't know.
I found old coins (nothing like Roman though), lead toys, some Victorian stuff and some jewelry.