Before anything else, gather things you may already have at home. Diaries, wills, marriage, birth, and death certificates, obituaries, and family Bibles contain more information than expected. Simply interviewing relatives will save a lot of guessing and foot work later. Someone in your family may have written a book or started gathering things, so be sure to ask around among cousins and other relations. Each event though should be backed up by certificates and records of what sources where checked, even the ones where nothing was found.
Some people also keep records on computer software.
Be sure to stay on one family line for awhile and you can always go back and follow branches later. Pick a generation to end with, or compete one scrapbook. Later you can always go further. There are tons of sites on the internet, however only a few have actual names, records, data or indexes. It categorizes many of the best sites including special sources for Civil War, pilgrim ships, free forms, and many other topics.