Get as much information from all living relatives while you can. Take notes and record or videotape interviews. Ask as many questions as possible, not only about your relatives' lives and memories, but also what they know about their ancestors.
Organize, organize, organize! Set up a file system. If you are just beginning, you may want to label a file folder with each family surname that you will be tracing. As you continue researching your family history, your files will grow rapidly. If you are not organized from the beginning, you may be setting yourself up for lots of frustration.
Back up everything! Keep both hard (paper) copies of documents and digital copies, as well. If you do not own a quality scanner, you will need to purchase one. Scan every document and file both electronically and in your paper files. Do the same for all family photos, newspaper clippings and certificates. I recommend saving all electronic files on an external hard drive, so that everything will be safe in the event of a computer malfunction. I also recommend keeping duplicate copies of your records off-site. For example, you can keep a duplicate hard drive in a safety deposit box or with a relative. Or, for only $60/year, a company called Carbonite will back up your files to their servers, and if you ever need them (or they accidentally get deleted), all you have to do is download the file back to your computer. It's so easy, and is a fantastic insurance policy for the money.
Carefully identify and label all known people in family photos with an archival-safe photo pen (available at most craft or photography stores.)
Cite your sources. It is imperative that you thoroughly cite each and every record that you come across while doing your research. Label not only where the information came from (the book, courthouse, repository) but also when you accessed the information. Don't forget the little details either, like the page number, file or folder number or microfilm number.
If you're just starting your family history research and don't know where to begin, find your birth certificate and any marriage and/or divorce records that pertain to you. Do the same for your parents and grandparents. If they are deceased, be sure to also locate their death certificates, obituaries, funeral home records, or any other records that you can find. Other great family sources to try and locate are family bibles and baptism records. Many times these items will be stuffed away in old boxes in an attic, turning yellow with age. It is important to organize this documents and move them to archival-safe storage (albums or boxes) to prevent further damage. Once you've gathered all of the information that you can, contact a professional genealogist, like The Ancestor Detector, who will help you dig a little deeper into your past and help you to build your family tree.