Following Jesus is a lifelong relationship, not a checklist. Begin with the basics: rest in his grace; read his Word daily (start with Mark or John); pray as a child to a Father; join a local church; ask about baptism and the Lord's Supper; build friendships with other believers; and serve. When you stumble — and we all do — come back quickly: "If we confess our sins, he is faithful and just to forgive us our sins and to cleanse us from all unrighteousness." (1 John 1:9, ESV)
J. I. Packer wrote, as his publisher quotes him: "Once you become aware that the main business that you are here for is to know God, most of life's problems fall into place of their own accord." His book Knowing God is a wonderful companion for this journey.
Go deeper: J. I. Packer, Knowing God (IVP) · John Piper, Don't Waste Your Life (free PDF, Desiring God) · R. C. Sproul, Does Prayer Change Things? and Can I Trust the Bible? (free ebooks, Ligonier).