In Classical Mechanics one usually considers the Lagrangian as $L = K - U$ where $K$ is the kinetic energy of the system and $U$ is the potential energy. One then gets the Euler-Lagrange equations and everything is fine: if we have a system we can plug in the kinetic energy and potential and find the Lagrangian for it.
The point is that I've already seen a different object: the Lagrangian density $\mathcal{L}$ which is on the other hand a $4$-form on space-time. The main difference being that the action is the integral of $L$ over time and the integral of $\mathcal{L}$ over all space-time.
The problem is that apart from that, no relation between $\mathcal{L}$ and other quantities is given at first. So for instance, in electrodynamics we have
$$\mathcal{L} = -\dfrac{1}{4\mu_0}F^{\alpha \beta}F_{\alpha\beta}-A_\alpha J^\alpha$$
Where $A$ is the $4$-potential and $F=dA$ is the electromagnetic tensor. It is not clear at first, why this is the right Lagrangian density in the sense that it becomes a little hard to see where it comes from.
So, the Lagrangian itself is just $K-U$, but what about the Lagrangian density? How does one find it?