To a lot of people the probate records are a mystery.
Also, as puzzling as it may seem:
I have found persons in my own line that although they were JP's in their
areas, and they were admins for other persons estates,therefore showing a
healthy interest in the judicial system of the time period, they have no
will recorded.
What this tells me though, (as I obviously am a person with an imagination),
is that since this person exhibited all the qualities of someone who would
most likely have made a will or understood the significance of one..
possibly the absence of one is explained by:
1.It was lost in all those "loose papers"
2.Maybe he "meant" to make one and died suddenly
3.Record keeping then was not a efficient as now.Perhaps it was misplaced.
4. Maybe it was never recorded. As with marriage records, persons WERE
married but if the official never recorded it or registered it from the
remote areas, then the records state "no return" giving the impression there
was no marriage.
5. Perhaps there were verbal agreements with the children.
In essence, I am trying to say, that if there is an ancestor that shows
signs that he should have/would have made a will, then chances are he did.
It may not have been registered and therefore finding that will is the
I always look for land changing hands or newly acquired land of the children
of someone, showing possibly a verbal agreement.
If you know the person's date of death, it is useful to look
earlier, rather than later, in the county's probate record books for a will.
If you are lucky, the person will have written a will clearly identifying his
wife, children, and other relatives by name and relationship. If you are
unlucky, the person will have written, "I leave everything to my children."
That is the risk you take, but it is worth taking!

If you don't find a will, but find records of someone being appointed
adminstrator, that means there is no will.
A person executes a will; a person administers an estate. Administration
records are much less useful for genealogy purposes; you can find long
records of estate sales, for example, where every purchaser is named. You,
however, will have to determine if any of the purchasers were related to the
deceased. Do not ignore administration records, but don't expect a lot.

One other area I was pointed at is what is often called "loose probate
records." These are usually a mess, somehow filed in alphabetical order, and
are not necessarily located anywhere near the probate records books. In
Saline Cy, AR, for example, they are in a file cabinet off to the side of the
room. These records are the receipts, bills, and any other "loose" pieces of
paper generated in the handling of an estate. Quite often they are literally
scraps of paper where someone acknowledged receipt of moneys. You should go
through these records, too, as there could be useful items. One example was
a postal receipt proving that money was mailed to a married child in another
state. When you are in the court house looking at probate records, remember
to ask for the loose ones, and be prepared to get your hands dirty!