How to store historical server data?

Question

I was looking for advice on how to store data in a database for historical data mining purposes. If I can get the state of an entity at a given time, what is the best way to store it so that I can historically mine that data, predicting what the state is likely to be based on how it has been in the past?

For a more concrete example, I can get the up/down state of a server, and that server's current load. I can get this on a periodic schedule. I'd like to store this data such that I could easily query for the up/down state or the load for a specific timeframe, or get the entire history of that server. I don't have much experience, if any, in database design.