June, sounds you’re off to a great start! I have just a couple of comments and suggestions from your post. First, its great that you found some of your family on the Ellis Island web site. Please remember, though, that unless you have specific information that your ancestors came through New York during the specific years Ellis Island was the immigration center, then it is possible they came through another city, or even through New York during the years that Castle Garden was the immigration center. Unfortunately, not all immigration records are available online, and require further research by mail or hitting the libraries and other genealogical resources. Also, the Ellis Island records were input by wonderful volunteers, but people are capable of mistakes and I’ve heard that the online records do contain some errors and omissions.
The only suggestion I have for you is to make sure you investigate all available records on one ancestor before trying to find further generations. The more info you are armed with, the easier it will be to find what you need to go further back. This can involve records such as birth, marriage and death records, city directories, census records, naturalization records, land records, church records, social security records, etc. It has been my experience that each record holds another clue that gives you another piece to the puzzle. I encourage you to stick with the U.S. census records, since that has been of immense help to me personally.
There is a wonderful instructional site I recommend. About.com has a site that has extensive genealogical classes that are absolutely free, and self-directed. I will provide the link below.http://genealogy.about.com/library/lessons/blintro.htm
Good luck in your research and in your future endeavors. I hope that I have been some small help. We are all learning as we go along.