If you're just getting started in family history research, you'll want to check out the Research Process series (just select the How To category and click on the Research Process tab). There you'll find a total of 26 segments that guide you through the whole process.
Better yet, the segments are bite-size -- lasting anywhere from half a minute to 8.5 minutes -- so you can digest just a little at a time or the whole thing at once, if you're so inclined!
We've also heard from a few genealogical and historical societies who have also found this series useful to recommend to their new -- and even existing -- members.