Tip: 'Black sheep' may be lurking in your past
You'll probably find that some of your ancestors were not quite as pure as you'd like them to have been. Perhaps they had an illegitimate child - or maybe three, like my great-great-great-aunt Mary. Your great-great-grandfather may have spent some time in prison. The upside is that there may be a photograph of him somewhere, whereas if he'd never been in trouble, there wouldn't be.
Tip: Family legends are rarely completely true
There may be a story in your family about how you're descended from a famous person, such as William Shakespeare. While such family legends may turn out to be true, unfortunately, it's more often the case that they're just wishful thinking.
You may indeed have an ancestor who lived in Stratford (but maybe Stratford in East London), and someone jokingly suggested they might have been related to Shakespeare. Over time, 'possibly related to Shakespeare' becomes 'descended from Shakespeare'. Unfortunately, although William Shakespeare did have children, his line died out with his grandchildren. (Well, his legitimate line did.)
There is usually some truth in the stories, however. If the legend is that four children were born in a workhouse in Bristol, then the truth may be that two of them were born in a workhouse in Bristol.