Initially talk to all the older family members, asking them if there is a family Bible or any records that could be helpful. You want copies of birth and death certificates, plus Baptismal or any other pertinent records. There is a wealth of information on line. I find it helpful to store information in a computer program such as Family Tree or RootsMagic. Ancestry.com, Rootsweb, Fold3 for military records, Familysearch.org, Heritagequest, to name just a few. Also, there is probably a genealogy group in your county and it worthwhile to join even if your relatives live in another area. You will learn a lot from other researchers. You can even put a name into Google, use quotes around the name, and you might find a lot of information. There are numerous seminars to learn more about research on line and probably in your area. A very important search is found in your library. Many libraries can be researched on line as well. NARA , if you have one in your area is also a great place to do research.