It may seem like a waste of our valuable research time to research people who we don’t even know are related, but it can be time well spent.
Look at the people mentioned in wills – who were the executors and administrators of the estate? Who witnessed the will? Who were the guardians of any minors? Remember guardians were not necessarily appointed to take care of the children personally – their role was to protect their legal interests. All these important roles were generally not given to strangers. Who were the beneficiaries? Wills do not just list surviving children, they often also give the married names of adult daughters. How does each person fit in?
Look at godparents at a christening or baptism, not just for your direct ancestors, but for all their siblings as well. Each child may have different godparents – again, it is not a role given to strangers. Who are they, and why were they chosen for the role?
Unless your couple eloped, look at the witnesses to a marriage. Remember to look at both the civil and church marriage records if applicable, and if a person married more than once, check both marriages. The same applies for informants on a death certificate, neighbours in a census or electoral roll.
In shipping records, look at where others on the same ship came from. Look at others already settled in the place your family settled. Sometimes people from the same area migrated in a group, or followed others who had already made the journey.
Revisit your documents now and then. With new information discovered since you obtained each document, new names connect to your family in new ways. You never know what brick walls you might break through by researching someone who, at first glance, does not appear to be connected to your family at all.