It depends on the country, but you need to be able to proof, that your ancestors were citizens of the country and a paper trail proving that you are indeed a descendend of them. So basically figure out where your family is from, what the countries laws are in respect to citizenship by descent and then find the documents showing your relation have them in the right form(translated and approved) and then hand that in. Again the process differes between countries and you might have to talk with your parents to get some of those documents.