How can I trace back my family history? The line I am looking for started in...?

Question:

How can I trace back my family history? The line I am looking for started in...?

Sweden. I know that my great grandfather came from Sweden, where he was wealthy but left it all to come to the US. His name was Carl so my grandfather's last name was Carlson. How can I trace it back farther with each generation having a different last name?

Best Answer - Chosen by Asker: It's difficult when the name changes. You can try census records if you know where the family was living. There are some good sites available for genealogy searching, some you have to pay for to access the records.
www.familysearch.org
www.ancestry.com