This is kind of a random chance, you need to actually find Sims who are gossiping. If you see 2 Sims talking around Finchwick, and the thought bubble shows another Sim, that's the conversation you have to butt into. Sometimes it can take a few days of hanging around to find it. Helps to either live there, or otherwise the Fair might be your best chance, unless you want to hang out at the Pub all day.
It's not always locals doing the gossiping, either, they might be someone visiting from another area.
