One of the things I'm finding that's critical for me is a Family Group Record (FGR) sheet. They're downloadable and printable for free here. (On the top right of the screen, you can click the link where it says "Download the Printable (PDF) Version" to print a clear copy.)
I think I jumped in way over my head when I got started, and now I'm having to swim back to shallow waters. When looking in the lines and lines of pedigrees I found for my family at new.familysearch.org, I found it was easy to get mixed up in downlines, by looking at other children in a family I descended from. These would be my aunts and uncles, but since I wasn't their direct descendant, it was easy to get mixed up on who I actually descended from.
This is where the FGR sheet comes in. Even though many families (not all, apparently;) have a person who takes care of the "family history", it's important for anyone who looks at their history to know where they came from, and it's beneficial to take some time to look at those closest to you. The shallow water.
This is what I wish someone would have stressed to me. In downloading a FGR sheet, you can fill out your immediate family's info. If you're married, fill one our for yourself and your spouse. And then fill in your kids. Then print off a second sheet, and fill in one for the family of your parents. After that, if you're feeling generous, fill out the family for your spouse. Keep going back as time allows. If you want to stay organized, buy some cheap 15¢ folders at Wal-Mart that allow for 3 holes in the side, and file your FGRs by main last names.
Once you tackle your immediate family, take a little time to see if you can find your more extended family, like cousins. (I never really knew any of mine, beyond three or four.) Start asking them questions. See if anyone's got a family Bible with pedigrees in it. There's a ton of info online, but it seems like mastering swimming in this shallow water helps prepare one for the deeper treading.
Have you ever tried using a FGR? Have you even heard of such things? Have they made your research easier? Are you gonna jump on the Family History Bus? ;)