Laura Ingalls Wilder Family Tree - A Genealogy Case Study
There are many case studies available that take a particular person and show you how to step-by-step research their genealogy, using a variety of methods. See how this plays out with Laura Ingalls Wilder and the people in her life (she is a real historical person, but her life didn't necessarily follow the character in the book all the time).
Start with what you know or can find out online at wikipedia, for example. Then using this information, go out and find some kind of evidence for the facts.
There are case studies that have been done the "wrong way" as well as the "right way"; what kind of story can you reconstruct about your ancestros, using family tradition, the census, the clues?