Actually reading the scriptures, for starters.
Engaging in an active discussion on religious topics would also be helpful. I think you can find plenty of interesting religious forums online. I find it tremendously helpful to talk about an idea and gather thoughts from others, re-evaluate, and refine those thoughts a little more. In some regard, I tend to think we're all like the blind men trying to describe to the other what the elephant is. The elephant is too large too handle - too large to understand for a blind person. We're simply trying to pursue truth. Still lots of digging to uncover.
For someone like yourself though, honestly, I think the best course of action would be to get through the Jordan Peterson lecture series on the Bible. He's not trying to prove anything. Merely present it from a psychological/secular point of view. Posted this earlier, but it's worth a look. Quite a few atheists and agnostics find themselves saying something like, "Okay, that actually makes sense." He's got at least 14 of these bible lectures online. There might be more. This is the first one.