Reading list. These books may give you some clues: The Ancestry of Catherine Middleton by William A. Reitwiesner; The Ancestry of Diana Princess of Wales by Richard Evans; The Royal Descents of 600 Immigrants to the American Colonies or the United States by Gary Boyd Roberts.
You could strike gold or hit a dead end.
"For some people, it can happen in an instant. For others, it can take 20-30 years worth of work," says Joshua Taylor, director of education at the New England Historic Genealogical Society.
Either way, you might decide it's worth finding out.