You'll have to unplug... for a while. Millions, perhaps billions, of records exist online. It's amazing! But, what's here is only scratching the surface of what's out there with - potentially - your ancestor's name on it.
Churches, courthouses, libraries and historical societies are still loaded with documents related to genealogy. Before you go, prepare! Most of the time you can search what's available on a library or archive's website, so you know where to look once you're there. Bring all your research and a few bucks, in case you decide to make copies. For more on this try Genealogy Offline by Claudia C. Breland.
Wear a helmet. There will be brick walls. You'll lose plenty of sleep over them too. The best advice I've heard on this is from pro-genealogist Joshua Taylor and that's to walk away for a while. Come back to your brick wall with a fresh pair of eyes later, and you might see something you've never seen before. Come at it at a different angle and you might break through.
Multiple resources must be used. For as much criticism as it gets, I prefer and love Ancestry.com. But, it's only the beginning when it comes to the vast - sometimes free - sources of information online. Here are a few essential bookmarks for exploring family history online past Ancestry:
People will let you down. Reaching out to people for a connection or help isn't easy and many times they won't even respond at all. If I had a dollar for everyone I have contacted on sites like Ancestry that ignored my message, I'd have a "World Explorer" membership paid in full.
My opinion is that it's perfectly acceptable to follow-up twice without a response, spread out over a few weeks. After that, you may have to ...