Your first question," what the heck is wrong?".
Then you start searching for clues as to the cause, but you are bewildered and confused. This is where the troubleshooting comes in and we start to dig.
I'd like to say that every case of the dissappearing air is easy to solve, but I would be lying.
Sometimes, as a mechanic we just can't find an obvious cause. The solution? Change the tube.
Changing the tube however, isn't always a solution.
At least not without inspecting and dealing with the rim.
That might involve a thorough cleaning, sanding and deburring of the rim. This clears out any errant burrs that might be hiding.
Changing the tube doesn't deal with a problem stemming from the tire and anything pointing that might be hiding just below the interior surface, revealing its head only when the tube is inflated. I've run into cases where all the precautions were taken, and the new tube was again punctured by a mysterious infiltrator embedded in the tire. 3 times. The only solution in that case is to replace the tire.
Todays case of the mystery of air loss was solved as I attempted to reinflate the tube. Off came the plastic valve cap to reveal a valve stem with a broken valve core just above the valve. This made it impossible to soundly close the valve. Essentially, the valve was similar to a cork with a hole in it. It would always leak.
The simplest cure was to replace the tube with a new one.
As cyclists we need to be aware of all the potential sources of a failed tube. Troubleshooting can be a time-consuming task, even for seasoned mechanics. We still learn as new cases come in.
Remember to take is slow, be systematic and go from the most obvious to the well hidden. Somewhere in there you will find the solution.