Welcome to the endlessly fascinating, all-consuming (time, money, sanity) world of family history! I am assuming from what you have posted that you know your grandparents, and are now trying to find out where they came from. Here's what I did at that early stage of my researches:
1. I irritated my family by asking questions. Lots of them. This gave me the full names and approximate dates of birth for each of my grandparents.
2. I looked for my maternal grandparents (born 1908 and 1910) in the 1911 census. I couldn't do this for my paternal grandparents who were born in 1912 and 1915. This gave me names for my maternal great grandparents and an approximate date for their marriage.
3. I obtained birth certificates for all four grandparents. These confirmed my maternal grandparents' names, and gave me my paternal great grandparents' names. My father confirmed his grandparents' names for me, which helped.
4. I obtained my grandparents' marriage certificates. These gave me fathers' occupations.
5. I moved onto the great-grandparents, starting with the maternal ones. I searched for their marriages, and obtained marriage certificates for them. These gave me fathers' names and occupations.
6. I went back to the censuses, knowing my maternal great grandmothers' maiden names, and all the fathers' names and occupations, and I searched for them in the 1901 census. I then followed them back through the censuses until I had them in the first census after their birth.
7. I worked on the basis that the most accurate indication of any individual's year of birth was to be found in their age shown in the first census after their birth and I searched for registered births which matched. If there were a number of possible candidates, then I would keep going back through the censuses until I had the first appearance of an older sibling. Then I would try to confirm the mother's maiden name EITHER by buying a birth certificate of a sibling with a more distinctive name for whom there was only one candidate, OR by looking for the parents' marriage 2 - 5 years before the first child was born, and taking the maiden name off that.
8. Having got the mother's maiden name, I could order a birth certificate and check it was the correct one by checking that the mother's maiden name matched. Now the GRO online search facility has a search field for the mother's maiden name. Back then this option wasn't available.
By using censuses and certificates to cross-check the details, I was able to follow most of my family lines back to the start of civil registration in 1837. There were a number of difficulties and surprises along the way. But for English lines of descent, it is a pretty sure way of proceeding.
Never forget the first rule of geneaolgy: "always kill off your ancestors". Once you have a great great grandparent, follow them forward through the censuses even after your great grandparents have ceased to live with them, and when they "drop off" the census, start looking for a death. Obtain the certificate - your great grandparent may well have been the informant, and it may well give you an address-between-censuses. These are sometimes surprising, or can help you make sense of a seemingly spurious reference that you may have found elsewhere.
Once you have the death, search for a will. If there is one, obtain a copy. Wills often contain acknowledgements of one or more family relationships that you were tentatively accepting, but needed to have proved.
If getting in all of these documents sounds expensive - well yes, it can be. But certainty comes from having the documentary audit trail to prove the story that you tell. The absolute paradigm would be, for somebody who lived, say, 1844 - 1899, to have:
(1) birth certificate
(2) copy parish register ("PR") entry for their baptism
(3) transcription of the 1851, 1861, 1871, 1881 and 1891 census entries in which they appear
(4) marriage certificate
(5) copy PR entry for the marriage, and copies of the Banns Book entries, or copies of the licence, allegation and bond
(6) birth certificates of all children
(7) copy PR entries for all children's baptisms
(8 ) death certificates of all children who died in infancy
(9) copy PR entries for all children who died in infancy
(10) marriage certificates of all children
(11) death certificate
(12) copy of the PR entry for burial
(13) photograph of grave stone
(14) copy of will
To assemble such a portfolio of evidence for all ancestors born since 1837 would be an extraordinary achievement. The closer you can get to this paradigm for each ancestor, the more detailed an account you will be able to give of their life; and the stronger will be your conviction that each new link you add to the chain properly belongs to your family, and not some other unconnected family which just happens to share the same name.
If you get into all the right habits of enquiry while you are searching for the period since 1837, when you have registrations of Births, Marriages and Deaths and census data to help you, the readier you will be when you have completed these investigations to move on to researching your ancestors who lived some or all of their lives before 1837, and for whom the documentary audit trail is apt to be much weaker.
