Historical Linguistics/Subgrouping and Internal Reconstruction
As a language changes, given time and distance or isolation, its speakers will no longer be able to understand each other, creating separate languages. For instance, you are probably familiar with the fact that Spanish, French, Italian, and Romanian are all descended from Latin, which is descended from Proto-Indo-European. As such, we call the Romance languages, however, these languages are not special in that regard; we can classify most languages into groups, subgroups, and supergroups based on the various changes they share.
We can often reasonably construct language groups among related languages purely by comparing data from the languages, without knowing any of the historical background behind subgroupings. This is done by comparing shared innovations from whatever we reconstruct or have attested in the protolanguage. The more shared innovations and the less likely they would be to occur independently, the stronger the evidence for a subgrouping. It should be noted that shared conservation of older forms are not evidence for a group: it is expected that languages will have features from their parent languages.
Remember that sound changes are often crucially ordered. This restriction often makes some proposed shared innovations incompatible with one another.