+JMJ+
If you are doing what He has commanded!
The important thing in doing all of this is to concentrate on God, and what He is asking you to do, and far less on yourself. Remember, there is salvation only for the truly humble. And what is humility? The truth.
Where to start? First of all by realising that you, on your own, can do little, you need God for that.
If you are not Catholic, seek out the nearest Catholic Church, show them a copy of this answer, and ask them what instructions are given at that parish for people interested in God. The program is usually called the RCIA, it should be year-round, although some parishes just run it on a school year model. But there should be someone there to help you!