I am new to Christianity, I was brought up in an Atheist household so never learnt about any religion. What advice would you give?
I think it would help you to read the Bible, cover to cover. That will give you a whole lot of knowledge. Go to church on Sundays. Pray constantly (1 Thessalonians 5:17). (Praying is listening as well as speaking. As a matter of fact, I would say listening is the more important of the two.) Remember the two great commandments:
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34] But when the Pharisees heard that he had silenced the Sad'ducees, they came together.
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35] And one of them, a lawyer, asked him a question, to test him.
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36] "Teacher, which is the great commandment in the law?"
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37] And he said to him, "You shall love the Lord your God with all your heart, and with all your soul, and with all your mind.
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38] This is the great and first commandment.
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39] And a second is like it, You shall love your neighbor as yourself.
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40] On these two commandments depend all the law and the prophets." Matthew 22:34-40 Revised Standard Version