How start a local search?
When you've discovered birth, marriage and death certificates and your family census returns as early as you possibly can, feed in the results of your research into your family tree, which you drew up in the beginning. It included information you had gathered from your family members, and then draw up a checklist of the sorts of sources you might consult in order to find the answer to questions like; where was that person born? If you know approximately when and where from the census returns, well, the parish registries would be the next stage. What you need to do is prioritize the sort of sources you want to consult, read up about them, find out where they are and whether you can search in the index as the finding aids to these, but parish registries will definitely be your first results after the census returns. So it's those that you need to concentrate on in your checklist. Don't be too ambitious. Don't list more than 10 items on your checklist at a time, because if you are too ambitious you will very quickly get frustrated, and what you really need to do is to stay focused on the person and the event that you are after, and take each step at a time.