Place a Set Error Capture [ On ] script step before your Perform Find (and also any Constrain or Extend).
UPDATE: You need to trap if no records found similar to:
Enter Find Mode 
Set Field [Contact Management::Assessment_1_Start_Date; Get ( CurrentDate + 1 )
Set Error Capture [ On ]
Perform Find 
If [ not Get ( FoundCount ) ]
Send Mail [Send via E-mail Client; To: Contact Managment::Email; ...]
Thanks for your quick reply! There are several more finds that need to be performed after the set of steps I posted. In that case, I'll want to replace the "Exit Script" step with something else, right? Do you have any suggestions here?
Ideally, I'd like it to just go on to the next find if no results are obtained. Thanks again!
IF [ get(foundcount) ]
Send mail step
//continue your other steps here.