Hi Angela
High ESR can be caused by a number of conditions. The test is cheap and non-specific, i.e. it doesn’t indicate a particular condition. If your GP rules out more likely or obvious conditions she might suspect Myeloma in which case she will refer you to the haematology / oncology department at a hospital for more tests, including those suggested by Karen. If blood and urine tests indicate Myeloma they can also do bone X-Rays, one or more scans (MRI, CT, PET), and a bone marrow biopsy (BNB). Diagnosis is usually confirmed by finding Myeloma cells in the bone marrow.
See for example:
http://www.cancerresearchuk.org/about-cancer/type/myeloma/diagnosis/tests-for-myeloma
But this is getting way ahead of where you are now. Myeloma is a rare cancer and I should think there is a good chance that your abnormal ESR is being caused by another condition.
Good luck, Ian