Baptism is one of the first steps in following Jesus. Make a point to follow Him in every part of your life. Jesus was baptised in the Holy Spirit immediately after He was baptised in water. As such, you should ask God to baptise you in the Holy Spirit and fire (Matt. 3:11, 16).
To grow in your faith and relationship with God, you should also take time out to pray and talk to God daily. Start reading the Bible and join a cell group in the church so that you can get to know other Christians and learn more about the Christian lifestyle.