Has someone already researched your family? Do a few preliminary checks before you start, to see whether someone in your family has already researched part of your family tree. It may save you doing a lot of unnecessary research!

Record your own details, then move backwards to your parents, grandparents etc. confirming the details in official documents.
Always write down where you find information. Make sure your record is very specific so you can locate the information again if required. Start a file on each person you research. Include copies of registration documents or other information you find. There are standard ways of showing relationships on the family tree. For example, married couples are linked by an = sign or 'm'. Dates of birth are noted 'b', whilst baptisms are 'bap'. Deaths are 'd', burials are 'bur' and funerals are 'f'. Record your unsuccessful searches, this will help you to keep track of what you have already researched.
Ask them questions about your ancestors and relatives. Write down what they say, including dates even if it is a rough estimate of the event. Collect together documents or take digital pictures of records, such as official birth, marriage and death certificates that are still kept by your family. Don't forget personal correspondence, it can be a mine of information.
From your own birth certificate you will learn the date and place of your parents' marriage. From your parents' marriage certificate you will gain the information which should enable their birth certificates to be obtained. From these you will obtain the date of your grandparents' marriage, etc. Make sure of each generation before starting on the next one.
What will you find in a Tasmanian Birth, Death or Marriage record?

Decide what it is you need to know, where the event took place and when.
Work out what kind of record you are looking for and where the original records are likely to be located. Copies of the originals may be available in your own state. Many original records have been indexed and digitised with some now available online. The Life events pages will help you here.
Indexes are really useful as you can often get most of the important details from the original record and don't have to interpret the handwriting! Many birth, death and marriage indexes can be searched free of charge at your library, some indexes are even searchable on the Internet. From these indexes you will be able to obtain the record number of the birth, death or marriage registration. You will need this, if you wish to obtain a copy of the original record. It is useful to have these as verification of your information.
Be aware of different spellings for family names and for first names, clerical errors are common. Elimination of all the possible variations of a name is very important when you have a missing ancestor.
Once you have the birth, death and marriage records for your family, you may wish to flesh out the family history by obtaining information such as where your relatives lived, went to school or what they did for a living. See Arrival and life in Tasmania and Filling in the gaps for resources which will help you do this.
Check with your local library, the State Reference Service or Tasmanian Archive and Heritage Office staff for help with missing ancestors. Several libraries host family history sessions when volunteers are available to help sort out those difficult problems.
Here is a selection of books held by the State Library of Tasmania, to help you get started.

Family History Guides - Getting Started
Family History Guides - Australia and New Zealand
Family History Guides - Britain and Ireland
Family History Guides - International
Family History Guides - Internet
Family History Guides - Publishing
Many local family history societies have collections which include resources specific to where you live and may have created finding aids and indexes that can be invaluable in searching for ancestors. Society members are eager to offer guidance and encouragement to beginners, making your society a most important resource.
Don't expect to find your complete family history on the Internet, or in the library, or through some other researcher. Finding a complete family tree is very rare, although in the course of research you may discover that others have recorded some branches of your family. Become used to the fact that your research will never be "finished"; there will always be an earlier ancestor or another cousin to find!
Tasmania's records of the convict system document the lives of over 75000 individuals while under sentence, from the beginning of transportation in 1804. These records have been added to the UNESCO International Memory of the World Register and many can now be viewed online.
With access to over 4000 databases containing Australian and International census, immigration, military and electoral records. This resource is a treasure trove for family historians.