I have been researching my family history for about 10 years. I often think that its something like a cross between being good at jigsaws and being a private investigator.
Here's my advise for what its worth;
Get a family tree started with yourself (I use Ancestry) and always work backwards. Start with the 1911 census and work back to 1841. Check birth, marriages and deaths - it gives you the year quarter for the event. Always question if you have the right person as there will be others with the same name. Try
Lancashire OnLine Parish Clerk Project - for Lancashire ancestors - its free.
I have been able to find lots of first, second and third cousins all over the World through my research.
It is adictive but very enjoyable. Good luck!