Researching your family tree may seem daunting. Most people do not realize that they already have a good beginning. So, the first step I always suggest is to start with the relatives that you know. Start with yourself, your children (if any), your parents, their parents and so forth. Write it all down on paper, adding in as many dates, last names and locations that you know. Once you get pre-1940 it will be easier to trace using records. This is for numerous reasons. One is that the last United States census released was the 1940 census. Another is that privacy laws do not pertain to deceased individuals. This is not to say that living relatives cannot be found. They absolutely can be. Social media and online ancestry sites can connect long lost cousins. This, of course, relies on them also searching for the common ancestor on those sites.
Pick one line and start going back there. Print everything you can find out. Sometimes, you will find a website and then when you go to look for it again it seems to have vanished. Of course it may not have, it may only be buried in cyberspace and take longer to re-find it. Keep a log of the information found, where it was located and on what date. Even if you stumble upon a member you were not expecting to research, print and write down everything. This way when you organize it into a binder it will be easier to see who you have to go back and give you a starting point.