ATShavout,
As you grow in the faith, you'll find the Church has a huge, deep, and rich mystical tradition that blows the Protestant tradition out of the water, IMO. In vain did I search as a Protestant for the helps I now find in Catholicism with its Sacraments, a infallible Magisterium, etc.
Unfortunately, many Catholics want to abandon the depths of the Church's experience on prayer for a vain hype and emotionalism which does nothing. Emotion has its place, but it is not the substance of devotion.
A lot of Protestant Churches I've been to (not all, of course) celebrate the glory of Christ but don't bear his cross as a liturgical community. This spiritually retards them. We don't believe that a walk with Christ is always a joyride, but one of suffering, self-giving, self-abnegation, and the exchange of our temporal goods for the eternal good, God.
When I used to read Jonathan Edwards (a famous Calvinist preacher) on censoriousness and the Puritans on spiritual discipline, I later read the Catholic asceitics and found them much more reasonable, holistic, and joyous. I think Catholicism balances perfectly the negative (asceiticism, mortification) of spirituality with the positive (prayer, "vifification", the Eucharist)...building us up in Christ as much as our sinful qualities are torn down.
I could spend hours praising the depth of Catholic spirituality.
You pray the Rosary - that is a great road! Continue to pray it faithfully daily, and our Lady will obtain for you many graces and hold you by hand into the Kingdom of God.