Have you ever read the pamphlets that were created to accompany the microfilmed copies of records from the National Archives? There is a great deal of good information in those finding aids. Most of them are available on the National Archives website in PDF format and are relatively easy to find.
If you're using the images at Ancestry.com the "source" will indicate the microfilm series from which the digital images were made-for example:
Passenger Lists of Vessels Arriving at Baltimore, Maryland, 1820-1891. Microfilm Publication M255
A simple Google search for that phrase should locate a hit for the search term on the National Archives website. There you should find a PDF version of the guide that was printed to accompany the microfilm. The prefatory material is good to read--especially if you are unfamiliar with the records.
The same advice holds for compiled (printed) indexes to genealogical material found in libraries, etc.
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