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1. Look at every scrap of paper in your home, and write down all the information you can find of birth dates, death dats, marriages, etc.
2. Call all your old relatives and hit them up for information. "Who were your grandparents, when were they born, died, emigrated, married, what did they do and where did they live, where are they buried, what were they like?" That kind of stuff.
3. This should get you a list of names dating back 3-4 generations. Hopefully, someone's already collected a lot of this. Hit Google with first and last names, or first and last names with towns, or two names together. The names with "genealogy" added are also helpful.
4. Go to rootsweb.com. Type in your name (Bernardini?) and see what pops up. Two free resources here are the Social Security Death Index, and the Obituary Daily Times (obits.rootsweb.com). These will pull up more recent information of deaths, and many of the obituaries are online or otherwise available later on in your library.
5. Get your hands on some of the census and other databases. Ancestry.com has a money-back guarantee, something like 30 days, on this. So get all your information together and start going through them. Everything 1930 and older is released, so you should (if your family lived in the US then) be able to get names, ages (although these aren't always accurate), and other useful information from here. They also have some useful databases, so get all the information you can out of it in the 30 days. Another alternative would be to go either to your local library or to your local LDS church to look at this stuff, which is often on CD. The Mormons are very gracious and helpful with all comers, Mormon or not, and they've got little family history libraries in many, if not most, of their facilities. (The reason is that they baptize their ancestors).
Then just keep repeating steps 1 through 5.
Also, there's a site, something like ellisislandrecords.com or org, that has some of the immigration records available.
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