It's usually best to start from what you know and work backwards.
So - Talk to your family because you can find out an awful lot about your family connections by quizzing your older relatives. You may also be able to find documents and certificates that are already in the family for example birth, marriage and death certificates will help you get started. Family bibles, photographs, memorabilia are also good sources of information.
Remember to take notes and keep clear records. You are going to be looking at lots of documents and it is important to record where each piece of information came from. Many of the documents you need to compile your family tree are available in Southampton. Look at the sections below to find out where you can see these records.