My children often comment that my main hobby is finding dead people, and I guess in a way they are right. I have enjoyed doing genealogy or family history research for many years, and by learning about our ancestors, we learn more about ourselves.
On of my favorite Web sites for doing research is FamilySearch.org, developed and maintained by the Church of Jesus Christ of Latter-day Saints. It is free to use, and you can find all kinds of records to get your started. The Web site has a number of free online courses, its own database of articles, and information on how to get help at local family history centers.
Give it a try.