What do I do if I don't know where I come from?
You could try looking in phone books for the entire country to find out the distribution of your surname. There are also websites which contain the results of surname distribution surveys that you can tap into. You could also register an interest at a website such as GenesReunited about the names of specific people in your family to see if anybody knows anything about them. And also you could do search engine searches and put messages up on message boards to see if anybody's researching that family.