Birth and marriage certificates are an easy introduction to the type of documentation that you can expect to encounter when starting to research your family history. Start with your own birth certificate - it records both of your parents' names as well as your mother's maiden name.
Your parents' birth certificates will show your grandparents names and your grandmothers maiden name. Your parents' marriage certificate will provide the names of both your grandfathers and their occupations, and your grandparents' marriage certificates will provide the same information. A few simple steps and you've already gone back three generations.
Usually the next step is to access the General Register Office (GRO) Index. Since 1837, when civil registration became compulsory, the GRO Index has recorded every birth, death and marriage in England and Wales.
Births, marriages and deaths are listed in separate sections of the index and, until 1984, registrations were logged in four quarters: Spring - March; Summer - June; Autumn - September; and Winter - December. The Office of National Statistics (ONS) can tell you where the Index is held locally - you may be able to find it in your local library, for instance.
If you're looking for evidence of births, marriages or deaths before 1837, then it's the Church that will hold the answers as they were responsible for recording baptisms, marriages and burials until the advent of civil registration. The Census of 1841 was the first to record information about individuals (though, the Census has been taken since 1801), and the latest available is the 1901 Census. (Public access to census information is restricted for 100 years after collection.)
The 1901 census is available online and information can be downloaded on payment of a fee. The Family Records Centre also holds census information for England and Wales, and county record offices and libraries frequently hold copies locally.
Census information includes the names, ages, marital status, occupations, and relationship to the nominated head of the household of the people in all dwellings at the time the census was taken.
Local family history societies sometimes produce a local index of census returns, which may prove useful.
Family Search is part of the on-line version of the International Genealogical Index (IGI) run by The Church of Jesus Christ and Latter Day Saints. The IGI is a global resource, and has information such as births and marriages in England and Wales taken from parish registers pre-1837 and provides an opportunity for researchers to share information on the Web. It can also be found in Church of Jesus Christ and Latter Day Saints Family History Centres, main libraries and county record offices.