Once you have correlated all the information you can about your immediate family, have sorted out your filing system and read books on researching your family tree you will then want to try to expand your tree by digging further into the past.
This is where the real research, enjoyment and frustration starts, but before you rush out of the door to dig around you need to make a few decisions. Family trees are huge by their nature, just think of yourself. You have two parents, each parent has two parents (your grandparents), and each of those has two parents (your great grandparents). So by going back just three generations from you there are already fifteen people in the tree. The example also assumes that everyone is a single child, that no-one married more than one (because of being divorced or a death of their previous partner), that no-one was adopted and so on and so on. You can see how before long there are a huge number of branches that you can possible research.
You might decide that you only want to try to research one particular branch of your family tree for the time being - you can always come back and research another of the branches at a later date. To start with, you may want to choose a branch about which you have very little information, or you can choose a branch about which you have several generations of information, and try to find even more. It's all up to you. Once you've chosen a branch to start out with, stick with it for a while to see how far back you can go. Be realistic, and remember that it's not always easy to find information; it may take some time and effort.
There is nothing stopping you researching more than one tree at a time, sometimes it might make more sense to do so. For example say you have traced a particular individual and are making a trip specifically to find out information on that individual it makes sense to research other possible links while you are there - saving you time and money and possibly finding more links along the way.
You should also decide what information you want to collect on the individuals in your tree, you should at least be collecting the basic facts, such as names, birth dates, marriages dates, and death dates. These are the kinds of things that you'll find in vital records, church records, and in family Bibles.
You might also decide to gather more personal information on the individuals, such as what jobs they had, what they did for recreation, their religion, the history and geography of the place where those ancestors lived, etc. Basically the quantity of information that you collect is totally up to you, there are no hard and fast rules in stone.
You should, however, be realistic and the further back you manage to trace your tree the harder it will be to find extra information on the individuals.
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