Following Chritiaan's request in the guest book I am attempting to put together a page on how to get started with your family history. It may take me a few days so keep checking back for updates.
Where to start first.
Start with what you know! The easiest thing to do for starters is to obtain information about your grandparents. Even if it is just their names and where they were born, no amount of information is too small. If you don't know who they are it is possible to order your parents birth certificates online, which since the early 1900's have contained the mothers maiden name, which you will find is a huge help.
Once you have these if they were born before 1900 you should be able to track them using the census records. The 1841 to 1901 period is the easiest owing to the census records which are now available on line, the best place in my opinion is ancestry.co.uk where an annual subscription will gain you access to all these records plus the Birth, Marriage and Death index (BMD Index). These census records should allow you to track their parents, and then their grandparents by following them back in 10 year gaps.
i.e. I have used for an example a Joseph Linford born 1895 in Girtford Bedfordshire
1901 - found residing with his parents William Linford and Mary. Williams est date of birth is 1883 and Mary's is 1884
1891 - found William Linford est date of birth 1883 (aged 13) residing with his parents James est d.o.b. 1862 and Sophia
1881 - found William (aged 3) and his parents and siblings
1871 - found James Linford d.o.b. est 1862 living with his parents Henry est d.o.b. 1842 and Jane
1861 - found Henry d.o.b. 1842 living with parents James 1821 and Margaret
1851 - found Henry d.o.b. 1842 living with parents and siblings
1841 - found James and Margaret living with younger siblings of Henry
1841 census rounds ages off to nearest 5 years for any persons over the age of 15 so when searching for Henry you would need to search James 1821 +/- 5 years.
It's not always as easy as that, in some cases I have persons missing for one or more census records, I have no idea where they were when the census was taken, perhaps overseas but you can usually pick them up as children, which then gives you the parents names. One example would be Linford Derrick found on this site, he was born in Sinapore but in 1901 had been sent back to this country to attend school and was residing with an Aunt.
Next is looking for marriage, birth and christening records. The first place to search is the LDS www.familysearch.org website, between the 1700's and the 1850's they recorded most births, christening and marriages. The records are not always accurate but they includes on birth and christening records parents names, and sometimes the mothers maiden names. Marriage records can sometimes includes the fathers of the bride and always include the maiden name of the wife, allowing you then to trace her through the census records.