You have searched your heart and find it wanting. A dear friend of mine, a Bishop and Priest, always used to tell me that everyone has a "cross Shaped Hole in their Heart" and you have discovered that you have one.
You may have attended church as a youth, visiting Sunday school with a family member or friend but as you grew up, you have given in to the world and your own desires. Perhaps you tried to go to church and felt you were chased away by the congregation or minister or perhaps you simply felt that it wasn't the right "time" for you to live a Christian Life.
I have Good news for you! Jesus Christ Loves you, and he died on the cross so that your sins would be reconciled and God's Grace would descend upon you through the Holy Spirit. Jesus is unconcerned with what you do now or have done in the past. He wants you to desire his Love and crave a relationship with him. Jesus Loved you so much that he died on the cross for YOU even before you were conceived!
Jesus has given you this gift, and all he asks is that you accept it. Understand that accepting God's Plan of Salvation means that you will turn away from worldly desires and seek the ways of Jesus Christ. You will earnestly try to stop repeating your sins, you will fellowship with other Christians, you will learn and pray and grow in the spirit. In time you will find a deminished desire for things of the world. You will find an earnest desire to be closer to God and to live as he would have us all live in service to him.
Begin with this simple prayer (it is not necessary to close your eyes so that you can follow along with this written prayer) "Heavenly Father, I come to you today to beg the Gift of Salvation that you have given to all those who would accept it Through Christ Jesus, our Lord and Savior. I accept as a sinner, that you are the ONE TRUE God, and that Your Son Jesus Christ Died for my sins. I ask Jesus into my heart, and my life that I may live my life unto your will and be filled with the Holy Spirit. I ask you Heavenly Father for forgiveness of my sins and assistance avoiding these sins. I renounce all wickedness and lies of evil vowing to fight them unto the end of time. I ask Lord that you use me as your will desires, into thy hands I commend my spirit. In the Name of the Father, the Son, and the Holy Spirit, Amen."
To Make the sign of the cross(Optional): Hold your right hand with the thumb and first two fingers together representing the Holy Trinity. Now touch your forehead with these fingers, then your navel, next your left shoulder and finally your right shoulder - return your fingers to the center where your heart is. This draws a Cross over your self and lets the enemy know you have just declared sides with the Winner of the battle. It is customary to "cross" one's self when the Holy trinity are invoked by stating "In the name of the Father , the Son and the Holy Spirit!"
What to do now?
You have just entered the realm of the Saved. You will be an easy target to the enemy so it is a good idea to immediately seek the Holy Sacrament of Baptism. Baptism is an exorcism that cleanses us of our sins and prepares us to do God's Will. Jesus was Baptised even though he was Perfect and without Sin. Baptism is one of the few things in life that Jesus did, and we can do also. (Unless you wish to be crucified!)
Next you will want to Obtain a Bible, and find a church to fellowship with. Attending church is a vital process that helps us to stay on track throughout our lives. If you do not eat chocolate for a long long time, eventually you will forget what it tastes like. Additionally, if enough time passes, you will no longer crave said chocolate. Further time will pass and you'll grow very indifferent to obtaining any chocoalte at all. If given enough time, you may even decide you do not like chocolate and therefore want nothing to do with it at all. Attending a regular church service will keep your mind on the Path of Rightousness, prayer and study in between church meetings will help you stay on this path. Renouncing worldly desires or influences or avoiding them for a while as you develop in the spirit will also help you establish your walk with God.
Associate with Christians you meet at church services or on Christian Web sites and pray often. Avoid movies or activities for a while that would lead you to temptation. The really tough part will be the reaction your friends and family may have to you. As they notice changes in you, they will either want to have those changes too or they will very militantly rebel against them. Be wary of people who will tell you that you are wasting your time, or are acting foolish. These people unwittingly work for the Devil when they try to "talk you out" of your new life. Eventually you will grow enough in the spirit that such people will not be a threat, in the early days however, they will be very persuasive and could be highly negative toward your new path. Fellowship with other Christians and regular church attendance will help you combat this struggle and the learning you will do while at the services and activities will help you grow and combat this type of threat.
Go with God and be at peace, sin no more, you are Saved my friend! Now live the new life you have been given and enjoy it!