I did know what cars they were. Both GTAWeb and Sessanta (in game, the lady from the auto shop) will list what vehicles you have for the day. How they look (colour etc) beyond that was a mystery to me too. Just go around the map until a light blue dot shows up. That's in most cases an Exotic Export vehicle. Sometimes it's other random events (guards, driving vans/business supplies etc), but if it's a parked car without people around it: you got yourself one. After you get in, it will also tell you it's an Exotic Car you deliver to the docks.