[This was originally posted by me on Facebook in the Nova Scotia Roots group and has been edited to be a little more generic.]
Any time you are starting with a tree (yours or someone else) you need to start with what you know and go from there. Here are some tips I've learned from my 15 years of messing up my tree and subsequently making things right.
Ask family members if they have saved copies of obituaries of family members. Do they have birth, death or marriage certificates squirrelled away in a desk or safety deposit box? Ask for copies of those documents and use them as the starting point. Ask family members questions about events they remember, especially if you might have photos or documents to jog their memories. Have a recorder handy and just let them talk. Save the recording as a sound file to your computer (if you don't know how, check with your nearest teenager). Besides have the recording handy you will also have their voice retained for posterity.
If you can get back to the 1910s and 1920s in Canada (1930s and 1940s in the US) then the census records really come into play. In those documents you may find additional ancestors. However, remember that the birth dates in the census records are possibly lies. Always taken them with a grain of salt, especially if consulting the 1901 and 1911 census of Canada records.
See if there are web sites that have indexes or images of birth, marriage, and death records. Some provinces and states, like New Brunswick, do an amazing job in digitizing and placing online those records for free. Others only provide an index and you will need to pay for the records to find those nuggets not recorded in the index. Yet don't forget that if your ancestors lived near a border, the life event may have taken place in another province, state or country other than where you thought they were living.
Make use of FamilySearch.org and if you have a subscription or a library near by with access to Ancestry.ca use that site. If you are researching ancestors in the England, Ireland, or Australia then Findmypast.com is another great resource. There are also several sites with newspaper archives like the Google Newspaper Archive, Newpapers.com, and GenealogyBank.com. But learn how to do searches on those sites. Some of the transcriptions are horrible and manipulating the search to find those records that apply to you will be rewarding. Also remember that indexes are just that, pointers to the records. Always try to view the record itself and not the transcription.
Find and join your local historical and genealogy societies. They are there to educate, share experiences, tips, frustrations and joy. This brings up another important aspect of learning about your family's history, take the time to learn how to do genealogy research correctly, use the various software and web-based tools, and history in general.
Finally, like many other hobbies, this one does incur some expenses. Sometimes it is a few dollars for a copy of a record all the way up to a flight across the country to visit a museum or archive to look at the one document that could answer the all important question ... "who really are my ancestors?" Set a budget as to how much you are willing to spend in a month on research. Otherwise you just might be shocked at how much you have spent last night when you were on ScotlandsPeople and just needed to get one more record.
But most of all, enjoy this hobby/vocation/avocation and spend time with the living.