I would suggest prayer for the Holy Spirit's guidance. For me, this helps me to remember that I am always in need of guidance in all things even in God's word. I also recommend getting to know Christ on a personal level, ofcourse. This is one of the main things being a christian is all about. I suggest it here becasue if one doesn't know who Christ is and the characteristics of His spirit, how can one discern in life and in scripture between what is of God and what is not. For example, there are several things in scripture that have to do with the culture of the text, and therefore not necessarily of God and for us today. We must learn how to discern between the two by knowing who Christ is and just what He really if for and against. Bible study tools are helpful also. I use Strong's concordance. I personally am helped when I can find out what the original meanings of words were. It helps to know what the biblical author's intentions were. There are various modern bible translations today that can cause one to interpret one translation one way and another bible translation another way. It helps to know the original language and the definitions. Truly, if one knows Christ on an intimate personal level, all should fall into place as one seeks first the kingdom of God.

In Christ alone,
leecappella 

Good advice, and another thing that is helpful is to pray for guidance and understanding before you start your study. This helps to guard against trying to understand in our own wisdom, which is no wisdom after all.
There are a number of study aids in the christian book stores or on line. This site has some help also. God bless you in your journey to a wonderful new and fulfilling life. 

One thing that is usually helpful in developing a discplined Bible study life is to make a continual study of proverbs. Read a chapter a day. There are 31 chapters in proverbs and so make your study be in accordance with what day it is. On the 15th, read Proverbs 15. If it is the 23rd, read Proverbs 23. Of course in February April June September and November, double up on the last day since they don't have 31 days.

In the New Testament, start in the book of John taking in a little bit at a time. Take a chapter, a paragraph, or a verse and try and understand what purpose it serves. Investigate the context in which it was written, learn about the author, and from that information, see what purpose God has for it being in His Word. Get a notebook or a journal and write what you discover about the passage you are reading. Over time you will look back and through your own words you will be able to study your own commentary on that book. It takes time and persistence but God will bless you for it.