How would I trace back my family immigration?

Obviously, none of us are originally from America, we all immigrated from somewhere. Like, our ancestors did. Is there any way for me to find this out besides asking family members?
Please give me advice.
Thanks!

Plenty of ways - birth/marriage/death certs etc for example.

But how you get those all depends on where you think your family was from in the first place, and the way to find that out is to ask your family!