The three registers
A parish typically maintained three registers: baptisms, marriages, and burials. Older Catholic and Lutheran registers are in Latin; later ones are often vernacular. A baptismal entry carries the child's name, date of birth and of baptism, parents' names (mother's maiden name included), and the godparents — who are almost always a relative or very close friend and form a genealogical shortcut in their own right.
Latin you will see
Nat., bapt., pat., mat., ux., relict, obiit, sep., aet. — all appear dozens of times on a single page. Marginalia and cross-references between entries (a baptism note later linked to a marriage, for instance) reward slow, page-by-page reading. Do not trust the indexed transcription alone; the image always carries more context than the index pulls through.
Finding the register
Start with the church the family attended. If the parish has closed or merged, the records moved to the diocesan archive (Catholic), synodical archive (Lutheran), or the successor congregation. FamilySearch has microfilmed many US parish registers — especially pre-1900 Catholic records in the upper Midwest. The finding aid to a diocesan archive is the fastest path when FamilySearch is thin.