This could also, be subtitled 'Don;t Give Up!'
Six months ago I started researching my ancestry! In the process, I found big wholes in the tree (branches that just vanish into thin air)! It seemed like there were a lot of ancestors that came from the 'Stork' - right out of the sky! No parents!
By not giving up, I mean two things. First, do not give up the physical search. And, almost as important, is the memory search! Going through your mind's memory for what you have been told in the past.
An example of this, for me is, in the case of one of my great grandfathers. The particular one in this case, is listed as William. Yet, there are not any records, except for one, listing this particular individual with the name William. Then, my memory came back to me. I had met two 2nd or 3rd cousins of my mother's from this side of the family. One, I was able to trace back and find the help on line of two of my distant cousins. The second one, I was able to trace directly back to my great grandfather. Between the two cousins, I have been able to verify that my great grandfather's name was actually George William
The best tips (through experience) I can give to you are as follows:
a. Don't give up.
b. Use all the computer information available. I use the following:
1. Ancestry.com. Usually has a 7 or 14 day free trial period but
after that you have to pay.
2. Familysearch.org is free.
3. RootsWeb.com is free. Also on it is a link to the Social Security
Death Index also free
c. All the information you remember, write it down.