My late paternal grandfather has been researching his family back to the 1500's. He found most information in old bchurch record books, which, before it became mandatory to register births, deaths and marriages, kept record about the babtisms, marriages and funerals in the local parishes.
But be open for surprises: E.g. my father's family originally came from the Austrian mountains around salzburg, where they were farmers. They had to leave there in the early 18th century, after they converted to Lutheranism, when the empress decreed that all her subjects would either have to become Catholics or to leave the country. The Austrian protestants, same as e.g. the French Hugenotts, were invited by the Great elector, the ruling monarch of Prussia, to settle in the uninhabited land (a few years before an epedemic had raged through this province, leaving many towns and villages empty) of East prussia, on the coast of the Baltic sea. He also found out that one of my ancestors was a French soldier, a survivor of Napoleon's campaign against Russia, who left the Grande Armee in East Prussia to settle down and to marry a local girl.
After WW1 the family had to leave their lands, which were now behind the Curzon line and resettled in theformer Prussian province Posen (today Poznan). After WW2, they had to move again, since then Posen became a part of Poland.
Je Suis Charlie et je suis Ahmet aussi