With baby steps, of course. Family history can be overwhelming if you let it. Don't let it!
Find a box. Wander through your home and find any relevant pieces of paper. Diplomas, copies of birth certificates, copies of marriage licenses, report cards, anything that gives you a name and a date.
Sort the paper by person. Give each person their own folder.
From any number of websites print out a free family group sheet and a pedigree chart. (Check the links page if you need help finding a site)
Transfer information from the papers you gathered to the appropriate spaces on the family group sheet and the pedigree chart.