You would think the place to start researching for any ancestral Pilgrims would be with each of the surviving Pilgrims and work toward the present time. Only that is the very hard way since there can be so many descendants. If a Pilgrim couple had nine children and each of those children had five or more children the numbers very quickly add up.
So as in any family lineage, start with yourself. From there add on the pedigree your parents, then both set of grandparents and so forth. If you have done any family history research so far, you could well have your ancestral lineage back to several generations to the 18th century.
With each confirmed oldest ancestor, select each branch one at a time and concentrate on the lineage. There are several genealogical societies who specialized in descendants of anyone who was on the Mayflower ship in 1620 and will refer to them as a Pilgrim. Over the years many people have proved their lineage to one of those 102 persons on board the Mayflower.
Fascinating aspects to learn are some proven descendants who have made a name for themselves over the years. For example there was U. S. President James A. Garfield, a descendant of Pilgrim John Billington; U. S. Vice-President and NY Governor, Nelson Aldrich Rockefeller a descendant of Pilgrim William Brewster; actor and director Clint Eastwood a descendant of Pilgrim William Branford; actress Marilyn Monroe a descendant of Pilgrim John Alden; or writer Noah Webster a descendant of Pilgrim William Bradford, to name a few.
If you are able to trace a family branch, even one to pre-American Revolutionary War you have a good possibility of having a family lineage to the Pilgrims. However, researching records from the 18th century and earlier becomes much harder because of very few records saved.
Tracing a family line to a certain location such as Connecticut, Rhode Island, or Massachusetts in the early 1700s also offers hope of a connection. Using the local histories (counties and towns) that have been published and available in most local libraries might just provide some more clues. This is where having a good record keeping system especially of surnames is very useful. When you a history of Eastham, Massachusetts and find a matching surname you now have some additional names to research and try and connect.
There are also many local genealogical societies (regional and county locations) in every state more than willing to assist you in seeing if you have any Pilgrim connections. These local societies have the necessary books and databases which contain the verified documentation to the lineages. If there is a local Family History Center run by the Church of the Latter-Day Saints, they have numerous resources to use, all relating to lineage of Pilgrim families.
A good online assistance can be found on the database collection found on Cyndi’s List covering “Mayflower, Pilgrims and the Plymouth Colony.” This offers an assortment of libraries, societies, records, family charts, etc. geared to linking people with a Pilgrim ancestor.
Also try the Rootsweb World Connect Project that is online. Inserting a known ancestor to the 1700s and following any databases with additional ancestors submitted by other individuals could be very useful. An example would be Lucy Sawyer born 1776, her mother was Sarah Rathbone born 1743 in CT, to the grandmother, Thankful Higgins born 1717 in Eastham, Massachusetts, to the great grandfather Beriah Higgins born 1692 in Eastham to the 2nd great grandfather Joseph Higgins born 1666 in Massachusetts to the 3rd great grandmother Elizabeth Rogers born 1639 in Eastham to finally Elizabeth's father, Joseph Rogers, born 1609, who came on the Mayflower with his father, Thomas Rogers.
Be patient, invest some time and you might just come up with a Pilgrim ancestor.