Also, start putting posts on sites like rootsweb. Go under the family name and see what’s there. I had part of my mother’s family, back to about 1800, and made one query under her name, using the path I knew they had taken to get to the state they were in.
(Example: Eng>VA>SC>NC>TN>LA). I found one that matched, sent a query and within two emails, had the family history back to 1550 and the cousin sent me a detailed, hand-done chart from the UK, and a photocopy of the first time the last name was written on the books.
That was extremely lucky, to get that much information from one person so quickly, but it’s the bits and pieces that are so much fun. People on the sites mentioned are generally very generous and helpful.
Britain has one name societies for surnames, by the way, which is how I found out so much. One very dedicated man in London had done all of this work on my family name. Germans also have very detailed records as well. If your relatives came to the US through Ellis Island, there are online records there as well.