It is no secret that the census is one of the best tools that is available to genealogists. Even though it is a great resource, you need to realize that until 1940 it is a secondary source not a primary one. You don't know who give the information to the enumerator. Do you want to trust a neighbor to know all your family information? I don't!!
Having said that, there is an immense amount of information to be gleaned from the census returns. I am sure you are thinking U.S. censuses and yes they exist from 1790 (with the exception of 1890) but the U.S. is not the only country to take censuses.
Great Britain, Canada and other countries also have censuses. Early French Canada censuses exist as well if your family goes back to Quebec or some of the maritime provinces.
The more recent the census, the more information is included. To learn more you can go to the government census website and get additional information. The census site explains the censuses but the National Archives actually holds the records.
They offer help for genealogist and it is a good idea to familiarize yourself with the type of records that they have. I will go into more detail and each census in the future but for now if you are ready to get going, start with the 1940 census and go back from there.
I am going to suggest that no matter which census you are going to look at, you print out a blank copy so that you know what each of the columns is asking. It will save you lots of misunderstandings.