Hi Patricio,
Ancestry.com is great, but some of it requires a subscription. Some local libraries offer it for free, or you could take advantage of their trials that usually last about 2 weeks.
You would start with you, then parents, grandparents, etc. List birth, marriage, death that apply with names, dates and places. If US residents, the census is a great tool. If immigrated here, you would need to tell me where from and I can try to head you in some direction.
Great to have you in the forum...
Tina Sansone