Get a notebook.
Begin by writing down everything you know (or think you know) about your familial origins. Whether you have specific dates and details, or merely rumors to work with...write it down.
Next, ask questions of everyone available to you. Family, if they are available to you. What a wonderful opportunity to call a grandparent or connect with a cousin on social media. Friends of family can also be a good resource.
Sometimes family origins -- family stories -- are shared often and with reverence. Sometimes they aren't, and you will need to dig to uncover information.
As you gather clues about your family background, engage in some informal reading to learn more about your ethnic history. This is still too early in the process to worry about finding your sources. Instead, focus on getting a handle on the "big picture" of your family's ethnic story. Why did "your people" (or the ancestors of "your people") first come to the United States? What did they encounter when they arrived? How did that shape them? Is it still shaping them? How?