In order to effectively delve into Ontario genealogy you should first become familiar with how Ontario is divided. Not all genealogical records are held at the provincial level, most are held at the local level. And in order to find those you'll need to know and understand where to look.
Ontario is a province in the country of Canada. One of ten provinces and three territories. Not all of the provinces and territories are divided in the same way so if you're researching another part of Canada you'll have to look into getting a geography lesson on that area as well!
In 1791 Upper Canada, as Ontario was then known, was divided into 19 counties in 4 districts. Some of the counties were further divided into townships. As the population grew so did the number of counties and townships. By the 1920's Ontario had 54 counties and districts.
The first 4 districts created (Hesse, Lunenberg, Mecklenburgh, Nassau) encompassed large areas and each one had counties within its boundaries. Until 1849 more districts of this nature were created and each one had at least one county. In 1849 all of these districts were abolished in favour of the county structure.
Districts created after 1849 (Algoma, Sudbury, Nipissing, etc) were not the same kind of districts that were in place prior to 1849. These newer districts were closer to the county structure.
In this section of OntarioGenWeb you will see a listing of Ontario's counties and districts and a brief synopsis of each area.
For genealogical purposes Ontario GenWeb has remained with the turn of the century divisions (or in other words, Ontario as it was about 1925) of 41 counties and 11 districts:

These 54 divisions of Ontario are sub-divided into Townships. The number of townships per county/district varies from four to several dozen. The larger the county or district, the more townships the area has been divided into:

Each Township is then divided into Concessions and Lots. This was how the land was sold to settlers:
The definition of a township is the same in both Canada and the United States. Counties are divided into townships which have certain powers of government.
Within each township boundary there will be numbered line roads which run in a common direction and numbered concession roads which run (usually) at right angles to the line roads. The exact location of an individual property -- a farm, for example -- can be determined by its Lot Number and the Number of the Line Road or Concession Road running across the front of the property -- usually a Concession Road.
Many farm properties were further divided into halves or quarters -- i.e. "the north half, Lot 34, Concession 3". Line and concession markings do not always indicate the existence of roads but, whatever roads were built, usually followed those surveys
In addition, Townships are used in genealogical research to narrow down the area in which to search. As most governmental records are first divided by county, then by township (such as census records) this would mean your first step in research would be to check township instead of the entire county.
Using this method of township, then county, research cuts down on time spent needlessly looking in the 'wrong' area. Concessions are used to give an exact location of settlement. They are especially useful if your ancestor settled in a rural area (which means most of Ontario in the 1800's).
If you're seeking an ancestor in a specific town, village or city you will have to first learn which county and township that place was in (use the Ontario Locator). Almost all genealogical records in Ontario are filed according to county and then township.