Let me first welcome you into God's family! Across the world, millions of people just like you have given their lives to Christ, and they are now your brothers and sisters in Christ–bound together as part of what the Bible calls "the family of believers" (Galatians 6:10).
This is why you shouldn't hesitate to ask questions of those who can help you understand more of what it means to belong to Jesus. They won't look down on you; many of them came from the same background you did, and at one time they also needed answers to their questions. You need them–and they want to help you. The Bible says, "Let us consider how we may spur one another on toward love and good deeds" (Hebrews 10:24).
The most important thing you can read, however, is the world's most important book: the Bible. The Bible is God's Word, and God gave it to us "for teaching, rebuking, correcting and training in righteousness, so that the man of God may be thoroughly equipped for every good work" (2 Timothy 3:16-17). Make the Bible part of your life every day.
Other books also can help you, as long as they are true to the Bible's teaching. Your pastor or local Christian bookstore can guide you to those that will be most helpful to you.