First, it is not a stupid question - it is a longing question; a genuine seeking out for God.
Confess Jesus as lord and believe in your heart that God raised him from the dead - in doing this, the Bible says that you are saved. In other words, recognize that Jesus Christ is the savior of mankind - he is lord of all men, and that he was dead and God raised him from the dead.
Some refer to it as the "new birth," others say, "born again." that is the starting point of Christianity. The Bible declares that you are now righteous - which means, you are right in the sight of God, you belong with Him, God is now your Father and you are His child!
But, what have you done to earn or deserve all of this? Nothing. that's why you and I needed a savior - we couldn't have accomplished our own salvation and righteousness.
Always remember that you are saved by grace, the Bible says, not of works.
I would also suggest two other things -
1. Pray - By that I don't mean prayers that someone else wrote out -prayer is talking to God - so, share your heart with Him, bear you soul to Him, tell Him everything that is going on in your life - open your heart to your Father.
2. Read Read the Scriptures - they are the Word of God - God had His Word written so that He might communicate to mankind. Just read and ask God to teach you what you need to know. (By the way, all of the Bible is God's Word, but the books of Romans - Thessalonians are specifically for those who are born again - you!)
Finally, find someone you can trust spiritually that can help you grow in God's Word - not in religious duties and rules and regulations, but help you grow in learning God's Word so that you can know Him.
(And if you are looking for some articles on having more confidence in God, check out my personal blog, Confidence And Joy .com.)
May God bless you in your journey with Him,
Mike