I think that indeed first you have to be taught that our Lord and JC exist.
Even if you are not taught there is a chance that you'd find out for yourself, but it would take some time, surely.
But once you ar taught, and that you are ready to believe, then you have to do what is asked of you:
just ask and our Lord will give.
I do not mean by this a Nintendo or so, however ...
Ask for the things that mean something in life, and you will notice that they will be given to you.
I experienced this o so many times in my lifetim, even since I was a young boy !
You cannot get around the experience of JC and the living Lord.
Just ask, and be ready to see.
Then JC also says: they have eyes but do not see...
We have indeed a heavenly father, and he is not a person we only find in books.
He is living and guiding us.
There you will learn more about Him, experience Him and then you will know how to follow Him.