Firstly I must tell you that my own personal experience with genealogy is only in England, and the south of England at that. Please don't go taking me as a world expert on the subject because I am not. Here is an outline of the things that I've learned.
To begin, start with asking direct family members (parents, grandparents for example) for copies of their birth and marriage certificates, and to tell you what they can of their own parents, grandparents and so forth. Use a pen and paper to record what they say. *Check* birth and marriage dates and places. The best way to do this is to visit or telephone a major Library in your area and ask if they have a genealogy centre. Here, they will have lots of resources, but the most helpful are the microfiche and microfilms of birth, marriage and death records. They will have readers for both the fiche and the films, and the thrill of the chase begins.
For English records, the microfiche have records back to 1900. You will find the records for each year neatly arranged in 'quarters', and in strict alphabetical order within each quarter. Quarters span from 1st Jan to 31st Mar - referred to as the March quarter; 1st Apr to 30th June, June quarter; and September and December quarters. Please bear in mind though that with births, the parents had 6 weeks to report the birth to the registrar, so someone born on 17th Sept may be recorded in the December quarter. Births, marriages and deaths are each kept separately. You will quickly get the hang of it.
Between June 1837 (when compulsory registration began) and 1900, the records are on microfilm. This is not quite such fun, as the early films are of handwritten, 'dip ink' pen, records on pages faded and damaged with time.
I must say at this point that the original records are in London, and people who visit the GRO (General Record Office) can view the actual books that the records were transcribed into. Although this would be easier than struggling with the films, it would be rather expensive in airfares from here in Australia, so I am grateful to squint at the films.
Prior to June of 1837, the records were kept by the Anglican churches as Baptism, Marriage and Burial records. Note the distinct differences between the baptisms and burials of parish registers (also called PRs) compared to the births and deaths of compulsory registration above. Sometimes children were not baptised for some years after birth, so this can give some additionally interesting features and mysteries to your family history.
Accessing English PRs varies from one county to another. In Oxfordshire, almost all records are available to purchase as transciptions on microfiche at very reasonable prices. In Gloucestershire, there are limited records available, they are much more highly priced, and you have to sign a copyright declaration to say that you will not share the data. The best way to find out what is available is to search the web for family history societies and/or county record offices. Also, joining the mailing list for your counties of interest can be wonderful. Again, Oxfordshire excels with some dedicated volunteers who willingly look up information for people for free.
One final, and very important tip though... write down the places that you've searched, the names you looked for when there, and the dates you did it. This can save you much time when you revisit a place to look for newly found family members, so you don't waste time making repeat searches, and very importantly, when you find relevant data for your family tree, keep thorough records of where you found it. When you hand down your research to your children or grandchildren you want them to know that your findings were based on facts, and not just the 'rantings of Grandma'. There are some excellent computer programs to help you store and arrange your findings - some are free downloads from the web and apparently very good. I have 'Generations version 8' which I bought 18 months ago and am very happy with.
There is so much more I could tell you, but for the sake of brevity, I will have to leave this guide here. I recommend the following links as excellent starting points. Clicking on any of these links will open a new browser window and leave this one open for you to come back to.
'Rootsweb' is based in America but covers genealogy for every country you could think of. Allow plenty of time to explore and browse.
Cyndis List is another excellent site with literally thousands of links. Again, it is American, but has a lot of helpful ideas and places to go.
Family Search is a fantastic site and so very helpful with English research. It has transcriptions of baptism and marriage records from as early as the 1500s in some cases. Do be very careful though when gaining data from this site, and try to verify what you've found from other sources. Their transcriptions, as any others, are prone to errors, and their 'patron submissions' are often open to guesswork. (This site is run by the Mormon church, and its main purpose is for their church members to trace back their own families and proxy baptise them into the Mormon church - so just keep in mind that their patron submissions are more interested in 'name gathering' than facts. Don't let this blind you to the transcription records though, which are excellent.) The Mormons are also known as the LDS (Latter Day Saints).
Email Lists, world wide, can be found here, as well as Surname Lists. Yes, you'll find a LA(I)NCHBURY one, for which I am the administrator. Or List Mom as the Americans call it, which I think is rather sweet. I belong to several Lists and have gained about 90% of my genealogy knowledge from them. There are rather a lot of confusing acronyms to start with, but you'll soon get the hang of it. Search the List archives, or ask questions, people are very helpful.
GENUKI (GENealogy in the UK and Ireland) is obviously a site with UK and Irish content. I have found it very helpful with tips on how and where to look for all sorts of things.
English Email Lists can be found here, filed under counties. Or sometimes, rather annoyingly, under 'Eng-*county name*'. This is one of the downfalls of it being based on an American site, they have places with the same names as the English counties so have to distinguish between the two.
All my best wishes for your study. It is fascinating, rewarding and frustrating, but you'll meet some wonderfully helpful people out there, and gain a lot of knowledge about where you came from and who you are. Enjoy!!!
Other pages on my website...
What is a Surname Study?
LANCHBURY Surname Study