Gather as much information as you can by talking to the members of your family. They also may be able to provide you with originals or copies of documentation such as birth, death and marriage certificates, or less formal, though no less valuable, resources to further you search.
For instance, items like diaries, scrapbooks, letters, and old address books. School reports, qualification certificates, apprenticeship papers, trade union cards, pension cards and newspaper cuttings are also vital sources of information.
Photographs are particularly useful: they not only provide a tangible link to the past but can also serve as aids to memory. They'll often have details written on the back so don't forget to look! If they haven't then make sure that you record the essential details (who is it, when was it taken, and where did they live) as you discover them.
All families generate tall stories or myths around themselves - don't discount them totally, but be aware that they may only contain the smallest grain of truth - it's up to you to discover what it is by cross-referencing with other family members or documentary sources.
Family history is a popular pastime, and a range of courses have built up around it. Your local library, college, university or LEA will be able to provide you with details. You can also look for details in family history and genealogy journals.
Local family history societies are another option. Joining will take you into a community of interest, which can only further your search - there may even be someone researching your family.
Of course, the Internet is a major resource: there is a growing range of superb genealogy and family history websites and it is an excellent way of networking - gaining contacts who are researching the same or related areas as you - to gain more information. The web will also provide you with access to official documentation such as census returns, databases and even software to help you construct your family tree.
But before you get carried away, remember that, like any other tree, you won't get your family tree to grow without a good root system - and you are that root system. Your task is to work backwards systematically, generation by generation. Trying to work forwards from the past will undoubtedly lead you up many blind alleys, which will only make your task more difficult.
Remember also that a search for a family history can't really be divorced from its wider historical and social context - so be prepared for some surprises. You may find that a simple search for your roots takes you on a fascinating journey through time, place and history.