One major obstacle you will likely encounter in this new place is that of the language. Not many records in the world are in English, so how will you ever be able to figure out what they say? Don't despair. There are now many sources on the Internet that can help you translate those words and phrases that are hiding the facts of your ancestor's life. The Google search engine can translate web pages from Italian, French, German, Spanish, and Portuguese, so if the mystery is waiting to be solved online, you simply need to find the page on www.google.com and then see if there is a link for it to be translated.
Another source for language helps comes from the Family History Library. They have published genealogical word lists that are available online through their site, www.familysearch.org. These lists help with words that are commonly found in the records of a particular part of the world. They also give a little background on the alphabet of the country and tips on spelling variations.
Some of the other websites that can be very helpful when you need a translation are http://babelfish.altavista.com, which allows you to translate anything from words to webpages, and www.freetranslation.com.
If you have questions about a culture that is new to you, a good place for you to get a general idea of the customs and helps on doing family history research, make sure you look into what kinds of societies exist for that area of the world. These are a great source for finding out how to do research in their respective country. You can find them quite easily on any search engine by using the country and genealogy or family history as your search terms. Another place you can look that contains all kinds of information on doing research around the world is www.about.com. To get to information on genealogy, look at the bottom left part of the screen where you can browse by topic. Choose "G" and then the "Genealogy" link when it comes up. Have fun exploring from there.
As with all Internet use, be cautious with information you receive from online sources. If something looks questionable, make sure you verify that information with a credible source. Use well-known sites that have a good reputation. Doing so will help ensure that you receive the correct information and could save you hours of research time.
The most important thing when you begin international research is to enjoy it! As you seek to learn about customs and languages that are new to you, you will in reality be learning about your ancestors and what life was like for them.