So were your ancestors. Look in both primary and secondary sources for groups of people. List the names of people you find in the records who are probably members of those social, religious, business, and related groups. As you work through the research process, keep written, dated notes of your analysis, evaluation, and planning sessions. When you search a source without finding what you expected to find, you have learned something.
Negative research can be valuable.
Construct a 'research calendar' or 'log' showing the progression of your research. Write the title of each source you searched and whether the results were negative or positive. Beside each source, write the family names for which you conducted a search. Your troubles are not over when you find the name of the person for whom you are searching in a record. You must not only find your ancestor, you must establish the record in question belongs to him, not to a man of the same name.