I'm happy to hear that you've decided to come to God.
If there is one important thing I can say to you, it is that many of what you see in the Christian community and among Christians has nothing to do with your relationship with God or your salvation.
Your relationship with God is not a religion. Religion is what we make around our believe in God.
As you can already see there are going to be many Christians telling you many different things, including me right now. We all have an opinion on what the Bible is telling us and what is and isn't a sin. I want you to understand the real meaning of a relationship with God is far less confusing that it seems initially.
Here is my two cents on establishing your relationship with God.
1) Prayer I believe is the most important. If you want a relationship with God, you really need to speak to him every day. On the way to work, on your lunch break, before you go to bed, or all of the above! And while I can't tell you what you should say to God because that is between you and Him, I can tell you how I choose to pray. I basically tell God thank you for his wonderful mercy, wisdom, and strength. I ask him to forgive my weakness and my lake of faith. I ask he forgive me of my sins and for him to guide me in all that I do. I also ask that he molds me into what is best for his kingdom. The bible speaks of the important of being humble to God. I believe we need to talk to him and tell him that HE is what makes us strong and that we are weak without him. I also ask for him to give me the wisdom to understand what he wants me to do on a regular basis.
2) Keep him in your thoughts in all that you do. We are weak on our own and will make bad decisions. Relying on God for all we do is very liberating and also continues to build that relationship.
3) Surround yourself with holy things. As a poster or two before me as said. If you surround yourself with things that are ungodly, you will be weaker in your faith and relationship with God. Going to a good church is an example of this. If a church is full of politics and people who just seem fake, then maybe you need to try an other. No need to be faithful to a church. The only one we need to be faithful to is God.
4) Read the bible, but don't be discouraged by what you don't understand. Seek out the truth and ask God to give you the wisdom to understand. There will be times when your faith is tested and some of those times will be from the actions of God himself. But when you logically think through things and search for answers, all makes sense.
Other advice for you...
1) There is a song I've always had in my head by Collective Soul called Untitled that pretty much sums up my belief.
Collective Soul Untitled - Bing Music
Basically, to me, it says that I don't believe in anybody except for God. He is the only one in the end you can fully rely on for the truth. Never take anybody at their word except for him. Analyze what others tell you and find the truth yourself. Don't blindly follow anybody. So many people seem to lose faith in God when others in their lives fail them. It could be a family member, their preacher, or anybody. We are all weak and we do weak things. God is really the only person you should put all your faith in.
2) Don't become obsessed with the small details. So many people will lay out what is and isn't a sin. The bible doesn't lay out what is and isn't a sin in a black and white fashion. Sure some things are, but a lot of things people consider sins are picking and choosing. There are many "sins" people talk about that are laid out early on in the old testimat but then they ignore others that are talked about. So many of those rules, to me, are obviously meant for those people in those times. God made us in his image (his image does not mean the way he looks) and gave us a conscious. Usually if you feel like something is wrong, it probably is. For instance.... If I drink a decent amount of alcohol at my home with my wife while we watch a movie and get a little drunk. Is that a sin? I would say no. Now what if I'm somewhere without my wife and there is a woman there that I know has heavily flirted with and I choose to get drunk there anyway. Or maybe I get drunk all the time and am not there for my family like I choose. When in doubt ask God for help. But I generally find it's easy to tell right from wrong.
3) You will have ups and downs despite help from God. God does not promise us a perfect life. He only promises that if we are faithful to him he will pull us up and give us a perfect life after we leave this world. Usually the harder things get, the more we need God than ever. Don't let it push you away. Instead pray harder and search for God even more diligently.
So to really sum most of this LONG post up. Don't let the man made rules, Christians who are not behaving as such, and hard times come between your relationship with God. Pray to him and ask him to give you the wisdom and strength to do what you need to do. If your faith starts to become weak, pray and tell God that you are sorry for your lack of faith and to please give you the wisdom to see what your missing.