Living life as a Christian is often described as a journey or as our "Christian walk". I like to think of it as "walking with Jesus".
I've been reading in the book of Mark. So far, the main thing that has occurred has been Jesus calling his disciples. In Mark 3, he calls his twelve disciples "that they might be with him and that he might send them out to preach."
According to Barclay commentaries (along with other reading I've done, but, hey, this is a blog and not a term paper, so I don't have to cite my sources), when someone followed a rabbi, or Jewish teacher in that time, they would walk with the teacher. The teacher would walk from town to town and teach in the synagogues, so his followers would walk with him. The teacher would teach them as they walked, and the followers would handle food and shelter when they got to the towns.
When Jesus was on earth, he was confined to just his earthly body, so he took only twelve disciples for his "entourage" during his time on earth. There were times when he sent them out to preach, but otherwise, the disciples were with him to learn his teachings.
It's 2016, and Jesus isn't on earth in bodily form anymore. But, we have the Holy Spirit, who's one with Jesus in the mystery we call the Trinity. If we have "united our lives with Christ", that is, have believed in Jesus, then we have the opportunity to walk with Jesus.
How do we do it? Some people teach that after belief in Jesus, being filled with the Holy Spirit and walking with him is a separate act. Well, it was for this first Christians. Check out the book of Acts. But, since then, once we believe, we've got the package deal. Which means that we get to walk with God (Jesus, Holy Spirit) right from the beginning.
The disciples walked with Jesus by, well, walking with Jesus. They walked, Jesus talked, they listened. It's not that much different for us. We have the Bible. And, in 2016, with high literacy levels in this country, we don't have much excuse for not knowing the teachings of Jesus. Just read the Gospels. There is the caveat that some stuff is a bit specific to the 1st century and there is a little sarcasm that we might not catch, so a good commentary is a good idea.
(Note: There were lots of years where most people didn't have access to the Bible. Most people in Christendom learned from the priests what Jesus taught. I imagine it varied widely what people actually learned about the Bible.)
That's not to say that you shouldn't read the rest of the Bible!! Just start with the Gospels. Then move on to the rest of the New Testament and the Old Testament. And make sure you have good commentaries for both of those - there are things that can be pretty confusing if you don't have some background info.
The disciples got to have Jesus in the flesh right there with them. That must have been awesome! But, we have the same access to him through the Bible and through prayer. We can walk with Jesus just like the disciples, but without the calluses! Although walking is a great time for praying . . .
This is my encouragement to let Jesus be your teacher. Walk with Jesus. Hang out with him. Tell him your worries and fears. Share your life with him. You won't regret it.