I would first concentrate on either the family of your father or your mother. Check the death certificates of your parents to see if the names of their parents are listed. Are the names of their parents included in their obituaries?
As far as the marriage certificate for your parents if you did not find it in their personal papers after their death/s you will have to determine where they were married. Do you know where they resided when they married? Did you ever hear them talk about where they met? Do you know when your parents celebrated their anniversary?
Check with your siblings to find out what they know about your parents or grandparents. Do you have any living paternal and/or maternal uncles and aunts? Your paternal uncles and aunts should know the names of their parents. Your maternal uncles and aunts should also know the names of their parents.
If you have no living uncles or aunts talk to your cousins. Somebody in your family should know the names of their grandparents.
Good luck on your research. It's not easy at first, but with baby steps you will find out more than you know now.