If you don't have a multimeter, you'll want to get get one. We'll wait.
OK... now that you have your multimeter, it's time to start tracing voltage. We start at the beginning (the battery) and trace all the way through the circuits until we find the problem.
First measurement is between the two terminals of the battery. You should get 12.4V or 12.5V on good battery. Anything less is a bit low and anything under 12V is usually cause for a new battery (batteries can be load tested at most shops and they will do this for free).
Next measurement is to verify the ground strap. With the red probe still on battery +, touch the black probe to bare metal on the bike (engine or frame or whatever is fine) and you should get the same reading as before. If not, you have a bad ground or ground strap for your battery.
Up next is the solenoid. The thick wire from battery + should go directly to the solenoid. Check power here again.
From the solenoid, find the thick red wire leading to the fuse box. This is your main power wire. Check again, both before and after the fuse.
The red wire then splits and heads off to the regulator/rectifier as well as the ignition switch. Ignore the former for now and focus on the latter. Check for voltage before the switch. Turn the switch on and now check for voltage after on the brown and/or blue wires.
The brown wire should feed back to the fuse box and be split off for the various circuits from there.
This will be a time consuming task, but it's the only way to know for sure where the problem it.