1) Tell a Christian friend.
One thing is - tell someone ! Preferably someone you can trust. An evangelical Christian (I am not ruling out Catholics or Coptics or Orthodox or Pentecostals here, any of whom might be evangelical in their faith - i.e. outgoing - witnessing to Christ)
I would say, though, that if you had been going to a church where the message of the gospel has not been preached that you should not talk to the priest or minister at that church about your experience. It is possible that they will minimise it, or that they will feel uncomfortable about it and make you think you are a psychological case.
No, talk to someone you know is fully on board with the gospel of Christ, who knows the scriptures, someone whom you know will support you and affirm your decision. (I think of a lady called Helga whom I know, as the type of person one should talk to. She is a faithful Christian, reads the Bible, often bears witness to Jesus in a gentle way, someone like that.)
By the way, if you're not sure who to speak to, ask God to show you. God will certainly guide you to the right person.
2) With your friend's help and prayers, find a Christian fellowship to attend.
It might be a bible study, or a church, or some sort of weekly gathering of Christians, but it's really important to find a place where your faith is affirmed and you can be part of the Body of Christ.
You need to hear the Word of God preached - i.e. the Bible - you need to hear someone tell you what God is saying to you in the Bible, to have it explained and expounded. This is what will make your faith grow - and faith is your shield for the inevitable attacks that will follow.
For, once you are a Christian, you become a target for the "heavenly powers and authorities" - the spiritual powers arrayed against God. But don't worry - Jesus has already conquered these powers by dying on the cross! We are more than conquerers through Him.
3) Ask for God's guidance about your life.
Thirdly, there may be things God wishes you to change about your life. Start asking God for guidance about what he wants you to do with your time, your resources, & your whole life. Ask God to rule over every aspect of your life. God is very gentle and He will take you step by step into your new life with Jesus. Walk with God, obey His promptings. There may be difficult decisions to make, but if Jesus' Spirit strengthens you in your inner being* you will be able to make those decisions.
*Ephesians 3:16-17 "I pray that out of his glorious riches he may strengthen you with power through his Spirit in your inner being, so that Christ may dwell in your hearts through faith"