[I guess the rush to comment about this masterpiece is waiting for the second installment!]
Next find the LDS Family History Center near you and begin ordering census films to view there - or other films on which you can also find b/m/d indexes, transcriptions of church vestry and civic records, cemetery records, family books, etc. Keep a database about these orders, too. Further, you can check out their data online, but don't be too literal about it. (One thing that bothers me about their database is that collecting/inputting people is considered religious kudos for the contributing member, so it is kind of haphazard. Another thing that bothers me is that we each have a reference number in their system as we're added. Yup, you most likely appear in the Mormon database and you can then be baptised after death and "sealed" to living members. Gives this nonreligious person the willies.) (Mitt scares me.)(Yes, I still walk whenever I can with Mormon Norma, but she doesn't try to pour religion down my throat. I do have a hard time getting my brain around her religious quirks, though.)
I have done a considerable amount of census work. The 1930 census was released a few years ago; it's one I have not seen. Starting in 1850, people's names were listed in the family, so that is very handy. The 1890 was lost in a flood caused by water used to put out a fire in the building. A lot of census data is available online, too, or on cds, but it is more dry than using a microfilm, where you can also see the families/relations living nearby. Use special census forms specific for the census year as the required information changed over the years.
See if there is a genealogy society near you and join it. Many offer very useful classes and mine has a rather substantial library. Also, look into membership into the National Genealogical Society. They have excellent training and you can borrow from their vast holdings.
Post, post, post on places like Rootsweb and Genforum. Posts on Genforum in a foreign country section netted me two not-very-distant cousins who gave me great Old Country information. Rootsweb has lists you can join or search (and Genforum has message boards) for surnames, counties, states, countries, wars, ethnic groups, and almost any situation you could imagine. Respond to your own posts to keep them up to date with your current information.
Some time in researching, you'll need to choose a software. I used Family Tree Maker and am happy with it. There are many others, some free even to download. One thing they do is make a gedcom, a generic output of data that can be read by other programs. If you prefer to do things by hand, here's a family group sheet and a pedigree.
Cyndi's List exists to compile then categorize like genealogy websites. You'll always learn something going through there. And she is thorough. I have a few genealogy websites and they're listed without me trying. Here are a few books she suggests for newbies.
Another avenue, literally, I found very helpful have been city directories, phone books before the phone. People are listed alphabetically, so you can find same surnamed relatives, plus they list the spouse, occupation, address, and rent or own status. They are at some libraries and are available on microfilm. When you put together a surname study of what you've found, be sure to share it in posts at Rootsweb and Genforum.
After you get started, make sure you use an email that won't change or make sure to follow up some of your posts with the change. There's nothing worse than composing a grand email for a message that bounces. I use a permanent forward from Bigfoot, although it does mean more junk mail from them.
Be generous with your data and folks will return the favor. Send polite, thorough, specific messages requesting information and always respond with a thanks. Genealogical etiquette is very important to the hobby.
Reinforcing that, respect the living. Never post genealogical data of the living. I have gone to many sites and asked that they take down information that was too close to home.
Males should consider doing yDNA studies, as it links directly to a family. I am having a little trouble with the big pictureness of it (it breaks my rule of only going backward and it makes grand leaps), as I am still in the trenches with the details, but it casts a new light. And amazingly proves proper paternity of ex for the ages.
Don't take anything too literally and be open to alternative views. My grandfather appeared in the 1920 census as a girl; karma worked its magic on the misogynist in training! There's a lot of humor in genealogy, too.
Hope you enjoyed this foray into genealogical research and that this opus excited you instead of scaring you away!