Read the home page of this website on genealogy. Further I suuest that you obtain a book called Italian Genealogical records by Trafford R. Cole which is factual and an easy read.
For your specific case start your genealogy by working backward from the USA to Italy (if this is the result of immigration to the USA) and if so go thru www.ellisisland.org and then determine if you wish documents or relatives. Bear in mind that in Italy all records, history are in the town of origin. Relatives are obviously in the same town of origin despite any moves family members have made from that point of origin, your roots are there. Think about what research objectives you want to achieve and please feel free to get back to us at any point. Peter