A neat place to start ones journey into ones Genealogy is with known documents. I started with my Birth Certificate (From Albany, NY Division of Vital Records, Division of Public Health). On that one Document, I found recorded my birth date and place, my father and his birthplace and age, my mother and her birthplace, and that I was the first-born.
Of Course, being now an adult, I had Baptism and Church documents, a Marriage Record, military service records etc all on me.
My first major brick wall was finding information on my Father! As there was no birth record made at the time of his birth,there was no record to be found. So Pierre, South Dakota told me to provide three evidences that would stand in a court of law of their own accord and they would issue a delayed certificate of birth.
I started with a notarized Affidavit of Personal Knowledge from his mother (Who was present at the time of birth); his US Army Discharge (WWII); A state census record and a school census record.
As he was born in 1921, his delayed Certificate of Birth was issued in 1975 by the State of South Dakota where he was born.