There are three key words for this part of your tree climbing. They are document, document, and then document. Nothing is more frustrating then having dates and information written down only to find out several weeks or months later that you did not write down where you found this information. Likewise, nothing is as frustrating as finding another's genealogy work with no documentation (proof) of their statements or information. The intent and purpose of your information gathering is to leave it in such a shape that anyone who comes after you can find the same information. This is the basis of verification, so important to your own family story. It also allows you to leave the family's story well documented.
Now, there are two main classes of sources used in genealogical research. The first is called "primary" sources, and the second is called "secondary" sources [imagine that.] Primary sources (materials, records, letters, diary) are written during the life time of the person you are investigating. This becomes the most "authentic" source(s) for your tree climbing. If a man writes a will (being alive and mentally competent)it represents a primary source for that individual. If a will is talked about in a family story, but is not the actual will, it becomes a secondary source of information. A secondary source is any material written about the individual(s) after they are dead. It is best to have primary sources that tell the most accurate account. The sheet protectors that you have just purchased become the storage place for your copies of the primary and secondary sources.