Maybe you've known in the back of your head for a long time, and finally said out loud "Yes, that's what I am." Or maybe you've just discovered something wonderful and learned its name. Welcome to Ásatrú. If you're new to heathenry, here are some things to do, and things to avoid, as you make your entry into this world.
Things to Do
Read. Ásatrú is often called "the religion with homework." There are people and organizations that can help you learn more about this, but there is no substitute for reading our lore yourself, and making of it what you can. You won't have to take any tests or earn any degrees. But look at it this way: life is a test, and your knowledge of the lore will help you pass that test.
Get to know other heathens. This is easier than it once was. The internet has made us visible to each other. Once found, we can try to meet face-to-face. We are a varied lot. You'll probably meet some Ásatrúar, either in person or on the net, who really rub you the wrong way. You'll also meet others you'll be very glad to know. Give it some time. There aren't a lot of us, but your friends are out there somewhere, and may be closer than you think.
Invite friends into your home. One of our greatest virtues is hospitality. Lend a hand to someone who can make good use of it. Make someone's day. This doesn't mean you should be indiscriminate or careless with your friendship, or foolish in your demonstration of it. Odin has some interesting things to say about this in the Havamal, which is a good place to start your serious heathen reading.
Build your own personal religious practice. There are some conventional forms that have developed over time, either known from old sources, or built up by experience and shared in modern Ásatrú. No one requires you to follow these, but many of us find them effective. Ultimately, though, getting to know our gods is your own business. You may eventually look back in amusement at what you did when you were new to Ásatrú, but you have to start somewhere. That somewhere is where you are right now.
Get a job. Pay your bills. Take care of yourself, your family, and your home. Participate in your community. Learn what you can. Create what you can. Turn your face against evil when you find it. In short: live wisely, and therefore be respectable. There are many good ways of doing this, so it's hardly a straightjacket. It is, however, more than some people can manage. If you are one of these, perhaps the gods can help you. Or perhaps they cannot. It's really up to you.
Things to Avoid
For some reason, many new heathens think that, since we know many gods in Ásatrú, we are obligated to choose one as our own special patron god or goddess. It doesn't work that way. Knowing many gods means having many potential friends and allies. You may eventually come to feel closer to some, or to one, than to others. Even so, there is no real need to declare your strong allegiance to any of them. Some people do, but it's better to give this kind of thing several years of thought. Most heathens never do this. It's not that it's wrong; it just isn't necessary. In particular, swearing yourself to Odin a week after deciding you're heathen is probably not the smartest thing you can do. Yes, Odin is the leader of the Aesir and very powerful. He's also more complicated than you have any way of knowing right now. If you feel this urge, suppress it for a while, maybe forever.
New heathens quickly learn that what we say to each other matters. This simple bit of obviousness is intoxicating to some who have only just discovered it, and they may find themselves in a rush to swear themselves not only to Odin, but to some friend who feels close and important at the moment. Don't do this. Once again, it's rarely necessary. That's because what we do is even more important than what we say. If you feel you have a special relationship with someone, then act like it and take care of that relationship. Save the bold words in public for announcing well-considered tasks or landmarks in your life. Friends come and go. You can break an oath, but you can't unmake it.
There is a lot of diversity in levels and modes of belief within Ásatrú, and it's easy to find someone to disagree with you. It's more useful to have some respect for fellow heathens and remember what we have in common.