This is a topic area which will be expanded over coming months.
To begin your research, you should first of all read the articles that are posted below here on this site. You will find a wealth on useful information contained within them.
Secondly, you should explore the links page on this website. Here you'll find a comprehensive (although we can't pretend that it is exhaustive) list of websites that will help your family research.
Third, you should visit the WFA's Front Forum, where there are many experts on a range Great War subjects. Here you will be able to chat online and get help with the direction of your research into your Family History.
Finally, you can visit your local WFA Branch (you don't have to be a member) and talk about the subject with a range of like-minded people. Or, why not join the WFA? For a modest annual subscription you will learn much about the phenomenon that was "The Great War" and your family's part in it.