I approach such questions from both sides: try to find a proof and try to find a counterexample. If I get stuck in trying to prove it, perhaps there will be some missing property I can identify that prevents me from finding a proof. Or perhaps, when looking at examples I find that the statement is true for every example I try. In that case, perhaps I can use the examples to get a better idea of what is going on.
In this specific example, I start by trying to prove it. Since the statement is an equality of sets, I break that down into two containments:
$f(S \cap T) \subseteq f(S) \cap f(T)$?
I start by writing down the definition: $f(S \cap T) = \{f(x) : x \in S \cap T\}$. Then I write this down in words: an element of $f(S \cap T)$ looks like $f(x)$ where $x$ is in $S$ and $x$ is in $T$. Now I take this element, $f(x)$ and ask myself "is $f(x) \in f(S) \cap f(T)$?" which is equivalent to "is $f(x)$ in $f(S)$ and also in $f(T)$?"
Is $f(x) \in f(S)$? An element of $f(S)$ looks like $f(y)$ where $y \in S$. But $x \in S$ because $x \in S$ and $T$, thus $f(x) \in f(S)$. Likewise, $f(x) \in f(T)$ because $x \in T$.
So I have shown that every element of $f(S \cap T)$ is an element of $f(S)$ and of $f(T)$, which shows that $f(S \cap T) \subseteq f(S) \cap f(T)$.
$f(S) \cap f(T) \subseteq f(S \cap T)$?
An element of $f(S)$ looks like $f(x)$ where $x \in S$. An element of $f(T)$ looks like $f(y)$ where $y \in T$. So the element is both $f(x)$ and $f(y)$ so $f(x) = f(y)$ and I'm asking "is $f(x) = f(y)$ an element of $f(S \cap T)$?"
Before, we had $f(x) \in f(S \cap T)$ where $x \in S \cap T$ and we were able to use this $x$ to show that $f(x) \in f(S)$ and $f(x) \in f(T)$. Here we have two elements: $x$ and $y$. $x$ is an element of $S$, but not necessarily of $T$, and $y$ is an element of $T$, but not necessarily $S$. So the same method doesn't work. What we need is a third element $z \in S \cap T$ with $f(z) = f(x) = f(y)$.
A counterexample
Since it is not clear how to find such a $z$, let us instead try to find an example where there is no $z$. I note the equation $f(x) = f(y)$. And I say to myself: okay, $x$ and $y$ may lie in different sets but $f(x) = f(y)$. Well if $x$ and $y$ are in different sets then let's assume $x \ne y$ and $f(x) = f(y)$. This means that $f$ is not injective.
What's a simple example of a non-injective function? Let us try $f : \{0, 1\} \to \{0\}$ where $f(0) = f(1) = 0$. Can I find $S$ and $T$ where $f(S) \cap f(T) \not\subseteq f(S \cap T)$? Let us try $S = \{0\}$ and $T = \{1\}$. Then $f(S) = f(T) = \{0\}$ and $f(S \cap T) = f(\varnothing) = \varnothing$. So I have succeeded in finding a counterexample.