What great news! Welcome to the family. I don’t know much about your situation, so I’m going to make a number of assumptions.
First off, the Christian relationship progresses further in the same way that it starts. Just like human relationships (like marriage) don’t move from love to something else. So too, we become Christians because God loves us so much that he sent Jesus to die for us. We remain Christians because God’s love for us remains and Jesus’ death for us is still a reality.
Secondly, when you become a Christian, you join a family - with Jesus as the head, as our brother and God as our Father. This is a family that is spread all over the world and so, we all meet together in the local representation of that family in a church. Unfortunately, not everyone who calls themselves a church is actually a part of Jesus’ family. So you want to go somewhere where they teach you straight from God’s word in the Bible. (But, you’ve probably already found one of them right?)
Finally, most families have some sort of ritual or solemnisation of accepting a new member into their ranks. For most, it’s a naming or bringing the child home. For the church, this usually involves baptism. Churches all do this differently, but some encourage you to be confirmed after you have been baptised. As you haven’t been baptised, that’s probably the next step. However, nothing special happens between you and God at baptism or confirmation. Neither is important. The Bible describes becoming a Christian as a spiritual baptism, done by God. The baptism done at church is just a wash with water, a symbol of what has happened already with God. (Confirmation isn’t mentioned in the Bible). Neither makes a difference to your relationship with God. Trust in Jesus, not in anything else. Having said that, there’s nothing wrong about getting baptised or confirmed, they can be great occasions to invite friends and family to hear about the great thing God has done in your life.
So as to what to do next? Talk to your minister about finding a group or perhaps a more mature Christian (a woman if possible) to read the Bible with you and to help you understand what it means to be a Christian.
Please don’t hesitate to write back if you have any further questions.