As somebody that has been in a similar situation, I recommend the New testament challenge by Chuck Orr (amazon
It helped me read through the New testament in a structured format. As for going to church, you are fine going by yourself. If you are really nervous choose a larger church where you will most likely not be the only new person. I highly recommend making yourself vulnerable and stepping out of your comfort zone and participating in church activities. Most importantly pray about it. God will guide you in the right direction.