Print names out in full, and record women by their maiden names. Second, a family group sheet. On this goes father, mother, his other wives, her other husbands, their parents, and all their children and their children's spouses. Next, with partially filled out forms in hand, talk to your older relatives. Usually someone in the family is interested in family history.
Most older people are happy to help when younger relatives show interest in the family.
If your parents or grandparents aren't living, great aunts and older cousins often can help you fill in some of the blanks on your charts. Having achieved this beginning, decide what you need to know next. You can work on the illustrious line concurrently, of course. Copies are usually cheaper from the county than from the state. If money is a problem, just start by copying all the information and make a note of where they were issued and any serial numbers, so you can get a copy later.