I haven't studied this in Canadian genealogy, but in other regions, this type of information is gleaned from notarial records, civil records (including court cases), etc. For instance, notaries were used to draw wills since this was a dangerous journey. These wills can be useful to establish family relationships. Other notarial documents are employer-employee contracts, for instance soldiers in the employment of the trading company that owned the vessels. Sometimes, documents indicate who was the recruiter in a certain town along with the names of the men and women who were convinced to become settlers. If you do research on an original immigrant and find such notarial records, it is smart to look at the other documents created by the notary around the same time period (e.g. the documents preceding and following the one you found for a known ancestor), or even in general, because some notaries worked often for the trading companies who made these trips.