I'd say the best thing to do is begin by reading your Bible. The Catechisms are all very good, and they usually provide references you can look up in your own Bible to see if they are true.
Acts 17:10-11
The brothers immediately sent Paul and Silas away by night to Berea, and when they arrived they went into the Jewish synagogue. Now these Jews were more noble than those in Thessalonica; they received the word with all eagerness, examining the Scriptures daily to see if these things were so.
Also, I don't know how much Bible reading you have done, but don't feel that you have to plow through it all quickly. I got going by reading my Bible in a year-long plan and missed many things that I see now that I read at a slower pace and let the words digest. I will offer you the way suggested in a Bible Study Methods class to begin a personal Bible study for new believers and others who are just beginning to read their Bibles. Its called the Medicine-Dry Cereal-Cheesecake method, but you can rename it to whatever you like. It follows a pattern found within Psalm 119, the longest chapter in the Bible.
When Ben (my son) was younger and was running a fever, Tina (my lovely bride) and I would do whatever it took to get the medicine into him. I often would wrestle him down with his arms and legs trapped under me. Then Tina would work his mouth open enough to insert the syringe. We didnt give Ben the whole bottle, as that would be more than his body could tolerate. We just gave the reccomended dosage.
Psalm 119:4-6
You have commanded your precepts to be kept diligently. Oh that my ways may be steadfast in keeping your statutes! Then I shall not be put to shame, having my eyes fixed on all your commandments.
Step one is to begin with the Bible in small chunks. One verse a day is a beginning that is better than nothing at all. To a child in the faith, one verse may be better for them then three chapters a day that would not be digested. The instructor suggested using the Psalms for this. You read verse one from a chapter a few times. Ask yourself what the verse says and what it doesnt say. Then for the rest of the day, meditate on that verse, that is to ponder it and think about it dilligently. The next day, do the same thing for verse two. Before long, you will want to take more than one verse at a time, and that's fine. In fact, that is the whole point of this excercise!
Psalm 119:30-32
I have chosen the way of faithfulness; I set your rules before me. I cling to your testimonies, O LORD; let me not be put to shame! I will run in the way of your commandments when you enlarge my heart!
Eventually, you will crave the dry cereal of more reading. Dont hold yourself to an hour of constant reading here. Read perhaps a chapter, but no more. In most cases, that should take you less than five minutes. Read it again. What is it saying and what isnt it saying? Meditate on those things for the day, and read the next day from where you left off, repeating the process.
Psalm 119:129-131
Your testimonies are wonderful; therefore my soul keeps them. The unfolding of your words gives light; it imparts understanding to the simple. I open my mouth and pant, because I long for your commandments.
As this strategy progresses, the Bible becomes a delight. Cheesecake is what I call that, but you can insert any favorite food. At this stage, the power of the word of God along with the prompting of the Holy Spirit has transformed this study into something you look forward to, rather than something you would rather reschedule.
Prayer and Bible reading should never be seperated. You pray before you read that the Holy Spirit would teach you from the reading. You pray as you read by thanking God for the lessons within the reading. You even pray as you contemplate the verse throughout the day. That prayer is not strictly one where you concentrate on the words. Rather, your meditation serves as prayer throuthout the day.
Let us know how it goes!