God bless and glad to hear that you're interested in Christianity.
First, I'd suggest reading the Gospel of Mark since it's intended to be a brief introduction to the faith.
Your next step should be finding your parish, which could be one close to you or farther away, depending on what you're looking for. Some Catholics on this board insist that you should look for a Traditional Latin Mass (TLM), and I think the general vibe is that TLM parishes tend to stick to their guns on theology and avoid being wishy-washy. On the other hand, I've also heard plenty of Catholics say that they've never had a problem with a run-of-the-mill parish running a Novus Ordo (NO), English-language service. Being honest, you probably won't have an issue either. Still, if both kinds of Mass are within a reasonable distance, you might consider checking each out in the future to see what you prefer.
In terms of how you should come in, no one will bat an eye if you walk in the back of the parish, find a comfortable seat on the pew, and walk out when the service is done. If you want to be more engaged, you should contact the priest in charge by telephone or email and they'll be able to give you a warmer reception. They should also be able to get you started with some religious education if you express interest in wanting to know more.
Also, mandatory plug for the Eastern Orthodox Church. Consider attending a Divine Liturgy in your area.