Here is an example of research methodology:
Let's say you have your grandfather's death record and it says his parents were Stephen McDonald and Mary Burton, both born in Kentucky. You already know from the census that Stephen McDonald was born "about" 1857 in Kentucky and you also know from probate records that he died young in 1884 in Spencer County, Indiana.
Not all names are this difficult to research, but, in this case, you must realize that in looking for McDonald, you may need to consider McDonal, McDannel, and even McDaniel; then you may need to look for MacDonald, MacDonel, MacDannel, MacDaniel. If you are searching on a computer, using a space or not after the Mc will affect your results. Likewise for Burton -- it might be indexed as Barton, Berton, Birton, Borton, and/or may end in tan, ten, tin, tun, or dan, den, din, don, dun. (Remember your vowels). In other words, spelling means very little in record searching! Consider anything remotely close to the name you are looking for. Also be alert for the use of initials, and for nicknames. (Mary/Polly, Sarah/Sally, plus many others.)
Realizing that you will encounter spelling variations, you are ready now to try to find the parents of your Stephen McDonald. Here are important things to do:
See if there is an 1884 death record for him in Spencer County, Indiana. Birth and death records began in 1882 in most Indiana counties, but many were never registered in those early years. If there is one, it should give his parents' names --- but it might not.
You need to be aware that during the 1850's in Kentucky many counties recorded births and deaths. These are known as the "Kentucky Vital Records Series," and are on microfilm, by county, and are available in some libraries. So how do you know in which county to look? Look at the census neighbors of your Stephen McDonald. Are there any McDowels or Burtons nearby? Any of another surname, born in Kentucky, who might be a married sister? Who were involved with his probate records? Who were witnesses to his deeds? Who were sponsors at his children's baptisms? Investigate these neighbors and associates and other McDonalds and Burtons within that county. You may see something that refers to a Kentucky county.
You need to find your Stephen McDonald in the 1860 census, about three years old, and in the 1870 census, about 13 years old. Kentucky is the logical place to look.
By now you may know some of his associated surnames. Check the statewide census indexes for counties that have McDonalds and some of these associated names, and maybe Burtons. Zero in on that county -- test some of its records to see if they are the people you "know". If you should happen to find the marriage record of your Stephen and Mary---then you will know that you have found the county from which they came. Perhaps Stephen and Mary's birth records are in the Kentucky Vital Records Series for that county, and even probate, deeds, and court case files that prove their parents and grandparents!!! What a thrill!
Probate records include wills, estate settlements (distributions), guardianships, etc.
Court case papers/files contain complaints, answers, and depositions that can reveal wonderful information about relationships, background history, etc. --- especially cases involving inheritances; likewise even in civil cases. Order books will refer to the case in court, and the "Complete Record" books will summarize a case, but you don't get the detail that you would from the "loose papers"/case files.
Deeds will state in what counties all parties live, and sometimes refer to lands in other counties or states. They often prove relationships not found elsewhere. The "grantee" is the buyer, and the "grantor" is the seller.
Sometimes information is extremely easy to find, while at other times it requires much study and digging. Just analyze your documents for any possible clues to lead you to new information.
Bottom line: Do your research thoroughly as you go so that you can recognize your family among errors, misspellings, and various other imperfections.
Mary Lou Bevers has done on-site court house research in all types of records since 1966 and has researched for clients since 1980.