The US has done a census every 10 years since 1790 (though the 1890 census data was lost in a fire). Some have included more information than others. Some are just a recording of the number of people in a house, sometimes it includes their age ranges. Eventually they recorded all the names of the people in the house (though spelling of those names depended on the enumerator writing down what he thought he heard) and other information about them (place of birth, place of parents birth, immigration, occupation...). They release the information to the public 72 years after the census was taken.
Many individual states have conducted censuses as well. They usually did so every 10 years, in years ending in "5". For more information about which states did a census in which years you can see the list on Census.gov.
Other countries also conducted a census of their populations. Though not all are available to the public.
One way of doing genealogical research is to pick a census and find all the relatives you can in it. You can take your family tree, figure out who was alive during the census, and find them. Don't forget to look on nearby pages as well. The census was taken house to house, so people who lived near each other will be listed close together. Many times families will live close together, and you may find cousins nearby. and don't forget about odd spellings, enumerators weren't always the best at spelling foreign names.