The Family History Library in Salt Lake City Utah, is the largest genealogical library in the world. Managed by the Church of the Latter Day Saints, records include over 110 countries and are available on microfilm and microfiche. Currently the library is digitizing their holdings and a pilot site, Family Search, is available. Over 4000 Family History Centers, also known as branch libraries, are located in more than 130 countries.
Gather information from family bibles, old letters and newsclippings, scrap books and photograph albums.
Interview the older generation. Write down or record what they say. Even the most insignificant detail could be the missing link to discovering your past.
Begin your research at a local historical society or library. Look at old newspapers for birth, marriage and death notices. Also census records.
Look for military records, death records and marriage records from regional government offices
Contact the state for birth, death and marriage records. see Where to write for Vital Records
Contact the central office for the religious denomination for church records.
Get names and dates. Start a family tree.
Libraries and research centers offer classes and training as well as free access to subscription databases like Ancestry.com
HOW TO STAY SAFE ONLINE AND IN THE LIBRARY
Here are a few tips;
1) Keep living persons information private, especially on family trees.
2) Avoid posting details about minors.
3) Use a separate email for all genealogy sites and correspondence
4) The world doesn't need to know about your first car, your favorite's pet's name or the name of your grade school.
5) The above also applies to genealogical information you donate to local history libraries