Like others have suggested, follow the sound. All critter sounds in the game are directional which is incredibly helpful. If this is not working for you, try playing with headphones up.

My best tip... You'll get to know how loud they are when you're really close to them (and inevitably scare them off), so practice sneaking around the terrain when you can hear them close-by. This will help you get eyes on them to shoot with an arrow or sneak up behind them to whack/stab. :)