All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
We hope that your eagerness about Islamic religion and your quest to know more about it, will let you embrace it. We ask Allah, The Almighty, to make it easy on you embracing the right path of Islam, and then to facilitate this marriage for you, for if you are faithful to Allah and He knows your sincere desire, He will guide you, with His permission.
We advise you to visit some Islamic institutions, where Islam can be explained and clarified to you, and you will get answers regarding the doubts you might have.
You are welcome to embrace Islam, and you have to step forward to do so. However, you are not considered as a Muslim unless you say the Declaration of Faith (the Shahadatayn) and believe in its meaning, which entails that you believe in Allah as the Lord and the only God Whom alone we believe in and worship, and believing that Muhammad is the Messenger of Allah, and he is the last, there is other prophet after him.
Your marriage to this Muslim woman is invalid, unless you truly embrace Islam, and stick to its religious rituals, the most important of which is the Prayer.
Allah knows best.