Talk with older family members about:
If you can go visit them in person, do so. If possible, use a tape recorder and always take notes. You want names, dates, places, family stories, physical descriptions, etc.
If you cannot visit, write a letter (keep copies of all of letters you send) and ask for specific information. You might write questions on several sheets of paper and leave space for them to write their answers. Always include a stamped envelope, addressed to you, so they can mail back their replies.
Ask your relatives if they have family bibles, letters, photographs or memorabilia that might supply information or clues about other family members.
Some sample questions and tips you might want to use can be found here.
As you learn more about your family...
...you'll learn more about yourself.
To be a master genealogy detective you need to always "Record what you find".