Curiosity isn't a good reason to receive baptism as an adult. It is a supernatural act which joins one to the spiritual body of Christ. First you should have experience of Christ, encounter him in prayer, meet with people who live in him.
Reading the scriptures provides an entry point, but is still detached from a lived experience, which is what Christianity is. It's also difficult to understand scriptures without prayer - which is the primary mode of communication with God.
When you 'open your heart' in prayer, which is different to opening your mind, you become attentive to a reality that is at once removed and intimately close to you. Removed because the reality is not apparent through the senses, close because it is part of the reason of reality, and enlightened by faith can be understood by reason.
I would advise you to pray, with or without words. Understand that God is love. Seek encounter with Christ in the scriptures, a little at a time, and encounter with Him in his people - with all their various states in life. Seek Christ in the poor, the afflicted, and the broken. See him in the sinner. For when you understand how man is broken, it becomes apparent that God's love is the only source of healing.
To stimulate your mind, you may read C. S Lewis' Mere Christianity, or the Screwtape Letters. Orthodoxy by G. K Chesterton is another good one. If you'd prefer something ancient though remarkably relevant, I'd say to take a read of Confessions by Saint Augustine.
Again, though books are on the lowest priority, I would also recommend the Compendium of The Catechism of The Catholic Church (not the full Catechism). It is a small, cheap book that is full of clear explanation.