Start by talking to every old person in your family. Write down everything they know. And talk to anyone who knew your grandparents. Pick a genealogy package and enter your family, and as much back history as you can. Record sources for everything you can, even if its just "Aunt Maria said grand-dad was born on May 15th".
Then look at the < for folks who were dead before about 1940. I have no idea how good their coverage of Brazil is, but they have a lot of stuff and its free.