Whenever I encounter a new location for an ancestor, or a new time-frame in an old location, I research the place first.
Where was the place the ancestor lived – find it on a map! Has the county changed since the ancestor lived there? Did the county change while the ancestor lived there? What were the roads like when your ancestor lived there? Was the area used for farming, or was it a town/city? Did people live in houses or apartments? What was the language that was spoken? When was one required to have a birth certificate? A death certificate? When were newspapers available for the area?
If these things are looked at first, much frustration can be saved – why look for a death certificate when they were not required as yet?