My great grand parents on my mother's mother's side were I believe from Lithuania. They immigrated around 1901/02. Max Katz/4-15-1875 and Anna Esther Cohen/1878?. They lived in the Boston area from the point of immigration to death. I have found them in the US Census a couple of times. I am wondering if someone has any resources to find where they came from exactly. The census says Russia. There is a rumor in the family that they were first cousins. I'd like to find out more about that. But don't know where to start.

And also, regarding names. I know that many foreign people changed their names when immigrating sometimes because of the difficulty in pronouncing their given name. It seems that Max and Anna were popular to change to. Any tips to discover what their REAL names were?