Step One: Start with yourself.
Step Two: Find out what has already been done.
Step Three: Choose a reasonable goal
Step Four: Start educating yourself
Step Five: Seek a Teacher or Mentor
Now I will move on to Step Six:
Step Six: Use The Family History Guide
The Family History Guide is a comprehensive, structured, sequenced guide to learning how to do your family history. It also provides an excellent introduction to the FamilySearch.org website. I could have simply repeated this particular step and used it as steps one through ten, but then I wouldn't have needed all ten steps. We use The Family History Guide to teach and orient our newly called missionaries at the Brigham Young University Family History Library and recommend it to many of our patrons.
I did a video about The Family History Guide about five months ago for YouTube.com. The Family History Guide Website has been substantially upgraded since then and the resources extended to activities for children. Take some time to view the videos and learn about family history in self-paced structured way.
Here is another short video where I explain why the Guide is so important.