Funny you should ask. I just started a genealogy research project on my paternal grandfather's family. Wow - what an odyssey!
The very best way to start, I think, is to look up the history of the last name on the web. Simply type the name into the search engine and if you're lucky, some genealogical projects others have done on the name will pop up. That should at least get you the ethnic background.
Then, the next best step is birth records. Obtain a copy of your DH's grandparents' birth certificates. In our state, you can only get a copy if you're a spouse or parent, UNLESS the record is at least 50 years old - then it costs 10 bucks IF you know the birthdate. If they have to search, it costs 22.
Not sure what your state's rules are on birth certificates, but you can find it on the web if you type in "vital records mississippi" or something like that.
If birth records fall flat, death records also good.
If all else fails, you can order a copy of application that was filled out for a social security number (SS-5) for 27 bucks. That holds alot of info.
Good luck.
