Where Do I Start Trying to Gather Information on Ancestors Born IN Germany

According to family "history" my great great grandfather (Albert 1st) left Germany and arrived here in 1857 on
the John Linn. There is no record on passenger list of Albert Kloster (family heresay that they "jumped ship").
Albert was supposedly born 19.8.1840 in Rauter Wester, Feen, Germany and Maria Bolch 22.10.1842 in Wurtenburg,
Germany.
How do I go about confirming birthdates and departure dates from Germany? Then researching family history in
Germany?
Any assistance would be greatly appreciated.