Believe!
I don't want to paint an unrealistic picture of what it's like to be a Christian. To be a "child of God" doesn't mean you will not go through trouble. The Bible says "it rains on the just and unjust alike." You are going to go through troubles whether you are a Christian or not a Christian. Unfortunately we as human beings learn our best lessons through adversity. However God does promise that when you do go through adversity God will be there with you and will never turn his back on you.
I have heard people say, show me a miracle and I will believe. God says, believe first, then I will show you a miracle. So the first requirement is to believe and the way to believe is to ask Jesus if he is "the son of God" and to please prove it to you. Don't give up! Keep asking until you receive an answer. When you ask be sure to look for an answer. It may take two weeks, two days or be immediate. Be patient and your answer will come and meet all your expectations.
Once that happens to your satisfaction the next step is to get yourself a Bible that is easily understood. It is a necessity that you find a Bible that you can understand. There are many newer translations that are easily understood. The "niv" (new English version) is written in plain English and is easily understood. I also recommend "the new King James Version" both are good Bibles.
Start to read the new testament (start at "Matthew") everyday or every night Remember it's not quantity it's quality.
The Bible says that God created the Earth by the word of his mouth. Jesus did his miracles by the word of his mouth. So the power of God is in his word. The Bible has the power of God to change your life for the better if you make it a daily practice.
Also if you want to change your life for the better get in the habit of talking (praying) to God every day. Remember being a child of God is a process that starts when you say to start. It takes time, you can't learn all the lessons God has for you in one day. If you accept God today and look back every few months at your life and how it has changed for the better then you will begin to see how God works.