Well.....
If it were me that got a bunch of stamps, I'd first go to the library and get the "Scott's" Catalogues and then go home and sort the stamps by US or foreign.
Then I'd look up the older looking ones first, especially the higher denomination ones.
You will need to understand perforations, watermarks and other variations in similar looking stamps.
This is all very time consuming and sometimes tedious and confusing but you will definitely learn about history as many stamps are issued for commemorative reasons.
I would say that the odds of having that $1,000,000 stamp waiting to be identified are slim at best, but you never know...
Best Wishes,
Scott
PS. You also should know about PNC's, Perfins, Precancels and CTO's. I'm sure that you can "Google" these terms to get a grasp on what else to look for. Best of Luck!