Take things at your own pace, Do not rush at anything. There is no need to jump in the water.
I dont think where to start other than reading or asking basic questions is best to take from an internet chat room.
You will need to figure out how to fit everything in your life, there are people who know better than me what should be done first as they have dealt with people before and know what works and what doesnt work.
I do know from my own lifes experience, that rushing things is a really bad idea, Its like building a building too fast. The building can collapse into a pile of ruble (I know people where that happend to and its not been pretty)
Since you have not experienced Shabbos, I would not recommend starting there until you have been to someone who knows how more than a few times . You are going to wind up staying in the house all day , be bored with no friends , in the dark with. and while this might work for a few weeks, it wont work in the end.
Better take it slowly to make of a chance for success