I have found that a very good "jumping off" point is to take the scriptures that you pastor is teaching from that Sunday and read above and below them for the next week.
For instance, he is preaching and teaching from Matthew chaper 3, then you get home armed with a bit of knowledge from that chaper, read it again and again, keep repeating with each weeks sermon and teaching.
Your pastor may refer to old testament chapters and verses to explain a reference that is made in the new testament to the old. Write down the passages that he refers to and read them above and below on your own during the week.
Its a wonderful way to start out on your bible journey, and a great way to compare mans word with the living word of GOD.
This is how I started and it kept frustration levels from not understanding quite low. During the week, if you have questions, write them down, and remember to ask the pastor or anyone else in the church , then go back to the bible and compare the answer to Gods word.
May God BLess you and keep you.