Once you are ready to get started you have to ask yourself the most important question you will ask during this whole process; at least to me. Am I going to track just my roots or do I want to know about the branches?
Let me explain using myself and my father. I want to know where I come from. I want to go as far back as possible. If I get all the way back to Africa or Italy (I'm convinced it's in there because I love pasta) that would be fabulous, but that isn't the main goal. I simply what to understand my past. My father however wants to know it all. He wants to find every person that we have ever been related to and those that we might be related to now. It's not enough for him to just research his parents and their parents and their parents and so on. He wants to find out about their siblings and their siblings and their children and their children and their grand children and their grand children. Are you confused yet? That is what I mean by roots or branches. To me just tracing your linear line is following your roots but to look for everyone in your family known and unknown that is searching for branches.
Both have advantages and disadvantages. Like in the case of my father. I believe that he would be further back if he wasn't so concerned with every name he comes across but he also has a fuller tree. Whereas I have a straight tree but if I were to walk into a room and a distant relative was in there I wouldn't have any idea.
The bottom line is that you can do whichever works for you. My plan is to go as far as I can continually and then when that is done go back and fill in the missing pieces. That might take longer or not but when doing genealogy you have to learn to be patient. Did I mention that already? Just checking ;).