How do you go about changing your ways?

I have never been a really religious person. I have never really cared about the consequences of my actions. I know what kind of morals I believe in and want to have. I recently went to church and I am trying to right my wrongs, but I have no idea how to completely change the lifestyle I have been living and still be ME. I would love anyone that may have been in a similar situation and changed their ways but kept true to themselves as well and how they did it.