There are genealogy sites on the Internet that allow you to trace your family's roots back even further. This information is based on the work of others in your particular tree. There may, or may not be a trail of tombstones, church records or tax records. You're basically taking someone else's work that their research is as accurate as possible. Then, wonder of wonders, you find someone in your past that has a title of royalty.
Royalty has a habit of tracking their lineage because of the right of succession and all that.
What you may not know at this point is that royalty breeds royalty. Once you hit a royal personage in your pursuit, you've got it made. You may find your line extending to the medieval kings and queens of Europe, then to Charlemagne, then the Caesars, then to Troy in Greece, and further on still. Adam and Eve. In case you're wondering, this is not only possible I've done it.