There are many books and web articles on how to tackle the subject. Probably the easiest way to start is to find a library with good census records. Use the index to locate your family and then work backwards. You'll need to know where they live of course. You should also get birth and death records, available from the appropriate city/state authorities. That's how I found my g-g-grandfather, through the record of my g-grandfather who passed away in Boston.