The best way to start your family history is to contact all the older members of your family asking them what they know and if they have any photos and/or certificates (birth, marriage, death) that you could copy. This can save you a lot of time and you can find out a lot this way. I suggest that you pop down to your local library to borrow a book on researching your family history before you launch into looking on the internet.
Good luck, and if you have any further question you'd be better off posting them in the genealogy section which is under history.