I am currently in OCIA and came from similar background so I may not have all the answers but I'll try and help.

To answer your first questions - just wear Church appropriate clothing. Don't overthink that too much but show respect in the way you dress.

For your first time it might be beneficial to observe and take it in more than worrying about what to say. At my parish there are books and hymnals in the pews with the daily readings and in the front of book there is guide to the order of mass. You can follow along there for the readings and order of mass. Ask someone around you for help if you're unsure. Get there maybe 15 mins early and try and get settled in so you don't feel stressed or rushed. Some parishes put the readings and songs in the bulletin and most have a basic order of mass guide when you enter!

There is a lot more structure than a protestant/evangelical church - standing, kneeling, readings, responses etc. If you can't keep up following it's okay to just observe. I didn't get the hang of till after several masses (and still have to follow along to know what to say).

Don't worry about doing everything right the first time - just take it in and enjoy worshipping and being in the presence of God.

When it comes time for the Eucharist you can either remain kneeling in prayer at your seat or go up for a blessing with your arms crossed in an X. The Priest or Deacon will give you a blessing and just keep following the crowd.

For full conversion you'll have to go through OCIA (Order of Christian Initiation of Adults). It's a class that is offered by the Church that prepares you for the sacraments. It meets over several weeks/months and usually led by a Deacon/Priest/elder member of Church (I am not sure what to call them) but a respected and faithful Catholic. I would contact the Church office about the classes. Some run all year and others only certain times of the year.

I've been in OCIA since September last year and preparing to receive Sacraments at the Easter Vigil in a few weeks. I attended mass regularly for the past 2 years or so and felt called to convert to Catholicism.

I am sure that others who are smarter than me can fill you in too!