The primary documentation you need for investigating abends is the system dump, taken at the time the error occurred. This usually contains all the evidence needed to find the cause of the problem.
If system dumping is permitted for the dump code, and if system dumping has not otherwise been disabled, a system dump will have been taken when the error was detected. You can find out which dump relates to which message, because the time stamps and the dump IDs are the same.
If a system dump was not taken when the abend occurred, you need to find out why. Use the procedure described in You do not get a dump when an abend occurs, and follow the advice given there. When you are sure that dumping is enabled for the appropriate system dump code, you need to recreate the system abend.
You can use the interactive problem control system (IPCS) to process dumps and view them online. See Formatting system dumps for guidance about processing dumps using IPCS VERBEXIT parameters. The kernel domain storage areas (formatting keyword KE) and the internal trace table (formatting keyword TR) are likely to be the most useful at the start of your investigation.
The formatted output for kernel domain (search for the eye-catcher ===KE) contains summary information about the error. The internal trace table (eye-catcher ===TR) contains the exception trace entry (if any) that was made at the time the error was detected.
Later, you might find that storage summaries for the application, transaction manager, program manager, dispatcher, and loader domains (formatting keywords AP, XM, PG, DS, and LD, respectively) are also useful. In each case, level-1 formatting is sufficient in the first instance.
You can format and print the dump offline. Details of how to do this are given in the CICS® Operations and Utilities Guide.
You may need to copy the dump so that you can leave the system dump data set free for use, or so that you have a more permanent copy for problem reporting.
Whether you look at the dump online or offline, do not purge it from the dump data set until you have either copied it or finished with it--you might need to format other areas later, or the same areas in more detail.