Luckily for pioneers moved that moved into the areas that would become Colorado, coal discovery was pretty easy. Through the process of erosion, the flat seams of coal were exposed throughout the state, showing up as black belt outcrops. In almost all of the coal fields, there are three distinct series of formations of coal; lower, middle, and upper. Here is a scan of a map of the coal fields in Colorado. As you can see, the coal fields take up a fairly large portion of the state.
The early settlers helped themselves to coal from the exposed outcrops on a self-sufficiency basis. Given the number of small domestic pits around the state, it was fairly easy to gather data on the seams that made up the coal fields. Coal quality, height of the seam, nature of the roof and floor, and fixing the deposit as either lignite, sub-bituminous, non-coking bituminous, coking bituminous or anthracite were all taken into account well before any serious economic development of coal mining.
Now my area of expertise is coal mining in Southern Colorado so I will explain the development of coal mining there. The gold rush of California in 1849 was hugely important to the development of coal mining in Colorado because the Santa Fe Trail Mountain Branch runs through Eastern Colorado down to New Mexico by way of Raton Pass. This allowed pioneers to colonize towns in areas such as Trinidad to help supply the main southern California route from the Mississipi. The town of Trinidad was one of these towns. Established in 1850, it is the state's second oldest town and was a safe stopping point for wagon trains heading West. The first coal mine in the region was opened by Mr. F. Bloom in 1867 at Trinidad. He sold commercial quantities to locals and ox-team caravans to Denver.
According to a CF&I Bulletin published in 1926,
Mr. Bloom's mine was opened with wheelbarrows; sleds drawn with horses supplanted the man-power haulage, and finally pit cars were installed to travel over wooden rails. The importance of this mine to the future of Colorado lay in the fact that a development had been carried to a proven strong coking bituminous coal area that would prove valuable for metallurgical coke.
Mr. Bloom's mine paved the way for later high producing mines of the Colorado Fuel and Iron company: Engleville, Starkville, Sopris, Berwind, and Tobasco/Tabasco (There is no consensus of spelling for this mine in company records so both versions are accepted).
Sources: Miller, F.C. "History of Coal Development in Colorado 1842 to 1880." CF&I Industrial bulletin (August 15, 1926): 9.
"General Description of Colorado Coal Fields." The Colorado Fuel and Iron Company Sales Manual, 1921. (An interesting aside about this source is that the Steelworks Center of the West CF&I archives has copies of some of the articles of this sales manual and data figures, but I have yet to come across the original, although not for lack of trying).