Talk to your relatives, gather evidence (i.e., birth, wedding, divorce and death records), organize your family tree, and when you run out of living relatives, use library resources to trace census data, etc. Lots on info i available online, but you need to talk to your relatives first, while they live, to get all the human-interest background you can.

Of course you need to be able to prove dates, etc., and that's what the paperwork is for.

It's a long, drawn-out process, but fun! I wish I'd started early enough to talk at length with my grandparents… but my parents are still kicking, so I'm not totally out of touch with the pre-WOrld War II era!