(A lot of this I've said in other threads. This is a copy/paste from another forum I frequent.)
A little background about me: I was raised in a Christian home and developed a deep interest in theology, so I developed a pretty large understanding of the Bible and Biblical stories. Despite this, I only really became a Christian in the last month, and it's been a month of ups and downs. For me, the choice to become a Christian was one of logic: I've believed in the Bible for as long as I can remember, but never wanted to apply it to my own life, due to questions of ethics (the concept of eternal damnation for some people is one I struggle with, and for the moment I'm simply trusting God and not letting it bother me until I have a chance to develop faith) and generally feeling "held back". I understand everything on a logical, mental level, but I really understand very little (as a friend of mine put it, I have the head knowledge but not the heart knowledge). There are two major things I want to grasp on a more personal level. First, the concept that I am a sinner and need Christ because of it. Second, how to really love God. A passage in Romans talks about obedience to God being love, and while I take comfort in that, I really want to develop a personal relationship as well, and I simply don't know how to begin developing that.
I picked up the ESV Study Bible so I'm not sure I need an external book or devotion, though if anyone can suggest a good one that would be great. I've read through Romans and Jonah so far. Are there any specific Biblical books that might help shed light on the "relationship with God and Christ" issue I'm having?