The first rule in tracing your family history is to start with what you know and work backwards. Gather any original birth, marriage and death certificates and assemble what information you can from them. Birth certificates, for example, include the names of the parents and the date and place of their marriage, where appropriate. Use this information to trace their marriage certificate, which will give you their ages. Then use these dates to trace their birth certificates.
Talk to other family members, especially older ones, who may be able to provide key names and dates. Look through family photos and correspondence. Speak to other people doing family history research for useful tips and always note where your information comes from. Sign up for a family history class and join a family history society.
The Registrars hold all the vital records for beginning your research including statutory registers of births, marriages and deaths (from 1855 to present), the Old Parish Registers or OPRs (1553-1854) of the Church of Scotland, and enumerated census returns (1841-1911). You can find some but not all of this information online on the ScotlandsPeople network. In Special Collections, you can also access microfilm copies of OPRs and census records (1841-1901) for large parts of Scotland.
There are many additional resources within the Mitchell to help you find that elusive ancestor.