There are a number of online courses available to help you get started on your family history. A few are listed below.
Introduction to Genealogy on About.com A self-paced, four-lesson class packed full of new concepts, techniques and ideas which will hopefully get you started.
Getting Started: 5 Minute Genealogy from FamilySearch
Ancestry.com Learning Center Free lessons but site is by subscription (but is free at most libraries).
Genealogy.com offers over 50 free classes on many subjects.
BYU free classes on Family History and Genealogy.