Where to Start?
Genealogy starts with you, and works back through your parents, grandparents, great-grandparents and so on. You cannot skip a generation. You cannot assume that someone is your ancestor simply because he or she used a particular surname or lived in a specific place or was Jewish. Let the Genealogical Proof Standard be your friend. This is especially important if your genealogical goal is to prove something, for example of you are researching whether an ancestor had Jewish origins. It is an easy mistake to see only the clues that support our preconceptions.
The Internet is a valuable research tool. It is also full of genealogical mistakes. It is interesting to see what other people say, but with Sephardic genealogy you should always check they have an archival source and then check the source yourself.
Most people start their research in secular (national or state) archives which have now largely replaced records kept by religious communities. The principal records include births, marriages, deaths, census and naturalisation (obtaining citizenship in a new country). A good genealogy book will point you towards other possible sources of primary and secondary evidence. These include tax, property and insurance records, newspaper archives, court records, school records, medical records and numerous other sources. At the start of your research, go and interview older members of the family. Also root out old documents, family heirlooms, see if anything is written on the back of photographs of if there are any surviving old documents.
For those researchers who believe they might have Sephardic ancestry, especially those who are not Jewish and from Iberia or Latin America, I am afraid I have bad news. Probably your starting point in Sephardic genealogy is the first half of the 18th Century (1700-1750). In some cases we may need to get back even further. We need to discover whether your ancestors were New Christians of Jewish origin, and this is likely to be something they would have hidden.