What side of the family do you want to research? Do you want to trace your Fathers or Mothers side - or are you going to trace back from yourself.
If you are starting with yourself then you start with your birth certificate which will give you information on your full name, who your parents are, where you were born.
Depending on what country you are researching in it can also tell you what your parents did as professions as well who your siblings are and how old your parents where when they had you.
If your parents or one of your parents are alive then it makes it easier as you can go to them and ask them for copies of their birth certificates, with this information you can go back another generation.
They should be able to help with information about their parents as well.
Don't forget your siblings as well, they will have information about their birth certificates.
Fill in the information from them, if your parents moved around a lot you will be able to tell from their birth certificates where they lived at the time of your siblings birth.
If your parents are not alive then you have three options, the first one is to approach any relations of your parents to see if they can remember when they were born.
The second one is two ask your eldest sibling do they remember anything, and the last one is to start to search for details on your parents.