Hi!
What a great question! I started in prayer. I was like you when I first came to Christ. I wasn't Catholic though.
I would pray then look up my questions in the KJV bible but now that I know that the NASB (New American Standard) is more accurate then I would suggest this Bible.
I had questions about living my life in Him, death, raising children, following Him & how to do what He so desires us to do. All these things I did really brought me much closer to Jesus.
I prayed a lot & asked for His guidance. I really wanted to do what was right so I searched through the New Testament to find how He wants His children to live.
I know this sounds so simple but it really is! I couldn't stop hungering & thirsting for His Word.
On another note, you may want to learn The Lord's Prayer. It was the prayer that Jesus taught His disciples how to pray with.
You may need a good concordence for showing you answers in scripture. You can use the internet but I'd look for scripture based text only in answers to your questions not articles as much.
If you get really stuck on a question, there is always a great band of followers on Yahoo answers that love our Lord dearly, that would kindly answer or point you to the proper scriptures.:)
Hugs & God Bless You!
Your Sis In Christ Jesus, Faithful
PS: I am Protestant. We do not pray through Mary but through Jesus Christ as scripture teaches us to do. I believe that you can have a deep personal relationship with Christ as a Roman Catholic but that the Holy Spirit is the only One that can lead you into all truth regarding the scriptures. Only God has the power the forgive you & cover your sins, this is scriptural. Jesus is the only way.:)