You may know of the Ancestry.com collection of sites, such as the Canadian, Australian, or British sites. Then there are Newspapers.com, GenealogyBank.com, BillionGraves.com, and MyHeritage.com. Some of them offer free services, and then for an upgrade you can have access to more.
But if you are just starting out, there are many places to get free genealogical information on the web. FamilySearch.org is one site that has a wealth of information to get you started.
The Internet Archive is a non-profit library of millions of free books, movies, software, music, websites, and more. I discovered that they have some school yearbooks and phone books on their site which can be helpful in identifying family members. There are other older books on their site which may have had a limited circulation. I discovered some that provide a history of a particular area, including notable individuals. For instance, the 1910 edition of the History of Olmsted County Minnesota is almost 700 pages long. When you want to get to know the area and people of a certain place and time, there is nothing better than the local books and newspapers from that area.
To search through old newspapers from around the United States, you can go to the Chronicling America site at the Library of Congress. If you are interested in one particular area, look around. I found the Minnesota Digital Newspaper Hub was an invaluable resource as it contains many newspapers from Minnesota. Some other states have similar sites.
Collections Canada hosts a lot of history, including scanned versions of all the Canadian census data up to the latest release of 1921 for all of Canada and 1926 for the prairie provinces.
The paid sites are very good at what they do, which is to provide an easy search format to help you discover your family's past, but there is enough free information and sites available to keep you busy for a long while as you enjoy your Historical Adventures.