I think there are several possibilities, although tracing your ancestry to actual names and places beyond the 1300s is an act of diminishing returns. You can attempt to connect your family to royalty. Most people are related to royalty somewhere along the family tree. I read somewhere that many Europeans are related to Charlemagne, and many Central Asians are related to Genghis Khan. You could also always get into DNA genealogy (look it up) and get a sense of where your ancestors were historically located over the ages.

i know i have irish ancestors and i know i would have had at least 3 times great grandparents on both sides who would have been in Ireland at the time of the Potato Famine and if i went a few more back i would find ancestors who lived during the time of the celts and the times of Oliver Cromwell i personally love Irish history and the pioneers period of Australian history it makes me feel close to them knowing the type of life people had during history i even found out im related to one of the first bishops of Goulburn ( in New South Wales) as my 2x great grandmother is his sister!!! very interesting i love history too !

It is very difficult because written records relating to all but the most famous or infamous people have only existed for the past few hundred years.
If you can trace back as far as you can using normal methods you can locate their origins.
You could find documents and memorials locally to this area that mention them or events that would have affected them.
That is what family history is, not quite the same thing as genealogy!