Reddit mentions of The Thousand Names Of The Divine Mother: Shri Lalita Sahasranama: (Fixed Layout Edition)

You can look through my comment history, but I would start with the following books, probably in this order:

Shakti, Realm of the Divine Mother, by Vanamali - This is a great overview over the Goddesses many names and forms, along with a great recounting of Her many stories.

In Praise of the Goddess: The Devimahatmya and Its Meaning, by Devadatta Kali

• The Devi Mahatmyam is one of the most important Shaktaa religious texts, and while other translations exist, this one is by far the best.
  
  Kali: The Black Goddess of Dakshineswar, by Elizabeth Harding - An exploration into Mother Kali, and how She is worshipped at Dakshineswar temple in Kolkata. The author also goes into the life of Sri Ramakrishna, one of the modern day saints of the Divine Mother.
  
  The Thousand Names Of The Divine Mother: Shri Lalita Sahasranama - The other "most important" book amongst Shaktaa's, this version contains verse by verse commentary.
  
  As for converting - that's a bit of a thorny topic, but it's not really necessary. Begin to read, learn, and most importantly, practice the Dharma, and after a few years of doing so, perhaps consider a more formal conversion.
  
  Also, seek out a guru if you can. It can be tough, but it makes a lot of this go a lot easier.