I hear this question from a lot of people. Many tell me that their family is complicated so it can't possibly be done. Though it may be hard to believe almost everyone has something complicated about their family history. Some more than others. You just need to begin.
Start with yourself. You know when you were born and where. Next you go to your parents. Do you have brothers and sisters? What do you know about them? Put the information on your immediate family on a family group sheet. (see pages for an example). Then create a family group sheet for each of your parents families showing your parents as children and your grandparents as the parents. Create a pedigree chart showing yourself as number one, your father as number two and your mother as number three and so on. You will most likely find information missing. Now is the time to talk to your family members and try to gather information from them. Then you begin to search other sources. That is when the short list of websites comes in handy to help you begin to do research.
If you need help contact the family history consultants or visit the family history center.
Remember this is important work.