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Many local libraries and history societies have a family history section, files or resources dedicated to Family history and while many of these require membership it is a cost effective way of accessing multiple family history resources, without the cost mounting up.
You can access parts of Kentucky’s family history records for free through the University of Kentucky website. Including among other sources are the Kentucky Death Index from 1911 to 1986 and from 1987 to 1992, the Kentucky Marriage Index from 1973-1993, as well as the Kentucky Divorce Index from 1973 to 1993).
Try going to a local library, historical society or LDS center. These are great places to make a start with researching your family history. You can meet other genealogist who are actively researching and can give you tips and advice. You may also locate ancestors in regional history books or resource files. There are thousands of detailed family history and genealogy books to help to guide you through the hobby of family history.
There is a group of printable forms on this website to help you organize your research and keep track of your information sources. This is important; after hours of research, it will be difficult to remember where you have already looked. Always write down the sources you checked, even if you didn't find anything. Keep all of your charts and forms together in a binder along with your collected research material. Fill out the forms using pencil, the information you enter early in your course of inquiry may change considerably as you conduct further research. Initially, put any information that you can on the forms; this will give you an idea of areas you need to explore. Keep track of your questions; it's a good idea to keep scratch paper handy to jot ideas down as they come to you, so you can follow up on them later. As you begin your research, remember the basic rules of genealogy. Start with yourself and work backwards through each generation. Work from the known to the unknown. Write down what you find and where you found it: which institution, collection of records, volume and page number.