HI Taylor,
You've already gotten loads of great responses from other posters. What I want to share is that I also changed from being a Catholic.
In the Catholic faith I learned to genuflec (sp?), fold my hands a certain way, say these prayers, etc.
But now I see the way I pray or do anything where God is concerned is so personal. Between He and I!
God knows your heart. He knows you want to do what is right by him. He will guide and teach you himself!
Thoughts that came to me as I read your post was that some good books along with the bible would come in handy for you. I see others have listed a few. You may also want to go shopping in a Christian bookstore and pray for God to lead you to one! Look for what interests you. There is such an abundance of good Christian literature and other forms of teaching. If you want to look some books over you can go to Amazon.com. (not my site LOL)
Also listening to a Christian radio station helps and encourages me greatly!
Your not alone and your not the first person to be asking such questions. I think we've all been there to one degree or another. (for me I am still learning too)
I am so sure our heavenly Father is just beaming that you would want to be closer to him!!! He loves you!!!
God bless!
Jean