If you work long enough at it, you will eventually hit some sort of "brick wall" in your genealogy. If you figure that 8 generations back you will have 256 6th great-grandparents, it easy to accept that one or more of those lines are bound to cause you research problems.
Before you start hunting for documents, I always recommend that you seek out the OLDEST members of your known family, on both your parents sides... whether they be parents, grandparents, uncles/aunts or cousins. They carry the family "stories" in their brains, that you will never be able to match with certificates and deeds.
Interview them, ask them for personal anecdotes, the skeletons in the closet, and a description if photographs are not available. These will be precious clues in your research.