Start talking to people, is the best advice I can possibly give. Go to powwows, talk to elders, anyone that might remember his/her relatives names.
If it's fairly far back, and you have a name, you can start with the government "rolls." Not sure what the official names are for those of the Cree tribe, but for the Cherokee we have two. Those are the lists of the people that were "relocated" onto reservations. My grandmother never left, and her family never left, but hid in the hills instead, so I have the family stories to go by, plus it was a much closer relation than what some have....she told me my clan, you know? And taught me the traditional stories, etc.
