One of the most overlooked research tools, especially for beginning genealogists, is the local Family History Centers. These are the places you can do original research of the LDS church's millions of microfilm rolls that they have filmed of all the various church, local, state and national records. They store these microfilms at the Family History Library in Salt Lake City, Utah and in the granite vault in the mountains nearby. What many people don't realize is that all these microfilms are available for anyone to search at hundreds or even thousands of locations around the world.
What is your first step? Go to http://www.familysearch.org. Log in or create a new account. At the top-right corner of the page, go to "Get Help" and "Find Local Help". Enter your city and click "Find" to find your nearest Family History Center. Click on the green tree icon nearest to your location and the address, phone number and hours will appear. This will be located at a Church of Jesus Christ of Latter Day Saints. Feel free to drop by there for any genealogy assistance. While some of the workers may not be experts, especially for any given area, they will work their hardest at getting the answers you need.
Now that you know what Family History Center location is "your" center, go back to http://www.familysearch.org and log in. Go to Search, Catalog. Enter the name of the location you're looking for records for, beginning with the smallest locality. This means search for the village or town name first. If the location is available, the web site will fill in with the rest of the area. See photo below for what I mean.
Click the collection of records you are most interested in. If you're interested in more than one, repeat the following steps for each collection.
At the bottom of the page, you'll see the microfilm numbers of the records sets in the selected collection. If you would like to order one, click the film number in the right-hand column. Here it will either tell you it is available to you locally or give you the option to order it if you searched for it at the Family History Library in Salt Lake City.
After a couple of weeks, you'll receive an email notificaton that the film has arrived at your local Family History Center. Bring along your USB flash drive to save scanned images and vist your center during their regular business hours. Feel free to ask for assistance. They'll be happy to help you load the film in the reader and scanner.
For assistance with Latin or German church records, please see these posts:
I can't encourage you enough to see what your local Family History Center has to offer. Taking advantage of what they have is what allowed me to research my Panther family back from the baptism of my great-grandfather, Alois Panther, to his 5x-great-grandparents in the mid-1650s.