Your instinct about the Mass is right, and true and guided by Grace. Don't let that slip away. Go to Mass, if you can.
And it looks like you have a lot of good reading recommendations, so the only thing I'm going to suggest is getting a hold of a CD by Rosalind Moss. This CD which was part of a Lenten Conference might be available through EWTN. I have it, and would be willing to mail it to you at a P.O. box or whatever, if you'd like it and can't find it.
The title of the CD is "From Judaism to the Fullness of Christ." Another book, and I'm sorry, I don't remember the author's name, "Salvation is from the Jews" will also give you an immeasureable amount of knowledge and will nourish and succor your fledgling Faith.
I'll look them up, thanks.