Beeluck has given you some great advice on how to get started. If your ancestors came from Eastern Europe, to maximise your efforts, it is useful to know which town they came from and what religion the family followed. Because the two world wars had a lot of impact on Eastern Europe, borders have changed a number of times and many places have had different names. For example, in my family we came from a town called Munkacs. Before WWI it was located in the Austro-Hungarian empire in the kingdom of Hungary. After 1920 and the Treaty of Trianon, it belonged to Czechoslovakia and called Mukacevo. After WWII the town is now in the Ukraine and is called Mukachevo.