My best advice is to be very methodical, work back generation by generation, and focus on compiling documents which verify your genealogy.

Start with yourself, spouse, and any children you have- get birth, christening, marriage documents, etc. Then move back to your parents, aunts, uncles, grandparents. It is tempting to just focus on "how far back" you can go, without doing the hard work of compiling the actual records, but many of the clues you will need about your own history are dependant on info about those collateral relatives. I'd encourage you to start with one specific line, perhaps your surname line, and systematically work it back as far as you can go.

I find that Ancestry.com is a great resource to get digital images of original documents (census, birth certificates, etc.), but be wary of their member-contributed family trees.

Best of luck!

Cordially,

David