About.com has an article that gives some great tips.
One thing I learned when I got started, the facts and info multiply quickly and might soon overwhelm you. So, it isn't a bad idea to give some thought to how you'll organize what you learn early on before the paper monster takes over.
Putting everything you find directly into a genealogy software program helps a lot. These software programs let you easily navigate the various families and trees without referring to an endless trail of paper. They also allow you to quickly search for specific individuals, so you don't have to rely on your memory or keep cross references.
There are several programs available these days from free downloads to paid programs. You can find a review of the top ten paid programs here. And here is a review of both free and paid programs.
Another thing I like about genealogy software is that all (as far as I know) the programs allow you to save your data as what is known as a "GEDCOM" file. This is a kind of generic or "universal" file type so that you can share your data across different software programs. Really helpful when you are collaborating with someone who uses different software than you do!
Even though I use a software program, I still keep some of my basic data on paper records because I'm an old fashioned kind of gal and I like working with paper. Plus, I like being able to sit somewhere and leaf through paper records and cogitate on what I've recorded. Those quiet study times help me think of clues to further my research or sometimes I find inconsistencies or unearth "unlikelyhoods" --for example a mother too young to birth a child.)
The basic paper charts that are used in genealogy are family group sheets and pedigree (also known as an ancestral chart) sheets. The former is just what it sounds like: a sheet that lists all the members of one immediate family. The latter is an ancestral tree that shows an individual's parents, then the parents' parents and so on.
Of course there are other paper forms that are commonly used and that come in handy to help record your research (for example, census data extraction forms, to name just one).
Lastly, it's helpful for the newbie genealogist to know that you can get started finding historical information online without subscribing to a paid service such as Ancestry.com. The Latter Day Saints' website is free and contains many vital records. There are also still free databases to be found at Rootsweb and USGenWeb.
So, what are you waiting for? Go find out where you came from!