The very first and most important place to start is with your oldest relations although their memories might not be the best - they can so easily tell you so much that you could take months or years researching.

Take a notepad and pen with you so you can write it all down, notes of birthdays, marriages and passings. What people passed of and what they did for a living.

Any stories too, to give yourself an idea of what their lives were like.  

I personally regret not starting my tree earlier so I could have asked all the questions I so want to now