'Work from known facts and move backwards from the most recent piece of information. '
Many county records offices have compiled basic name indexes. Check these first, in case you uncover immediate references to an ancestor. Work from known facts and move backwards from the most recent piece of information. Then you can use other catalogues and reference works, to identify material that might contain information on relatives.
You can then ask to see the original documents and work through them, looking for the information you think might be there. Look for concrete proof of things you know a little about already, and avoid assuming a link between individuals just because the place or name seems right.