My best advice to my fellow converts or those converting is this: breathe. Okay, so it might not be the most helpful advice you are looking for. One of the greatest things about Judaism, if you have not already learned this, is that there are many people who are able to help you learn about the holidays and about how to celebrate them. When I did not know about how to celebrate Sukkot, my synagogue had a Sukkot evening festival and my rabbi showed me how to say the blessings and how to shake the etrog and lulav. During my first Pesach, I was invited over to a family's house for their seder and they patiently walked through the seder and their customs with me and I really enjoyed it. It can be hard when you're coming into a new culture alone, but really, you're joining a new family that is happy to have you. May you find many teachers and new family members.
As for the past memories part, I am not going to lie and say that they will never, ever effect you. It is hard at times to hear songs that you grew up with that had sentimental value or to see your family decorate Christmas trees or things like that. Your heart might still feel a little pain. The way I have found to deal with this is to remind myself of new memories. I remind myself of the time at Purim when we taped rabbi to the wall. I remind myself of the time at Pesach when my friend threw the fake frog and it landed in a wine glass that tipped over and went every where. I remind myself of Simchat Torah and dancing with the Torah scrolls around the temple as my friend and I tried to avoid having to hold one out of fear of dropping one. I think of all the times I have heard the sound of my rabbi's laughter and how it brings a smile to my face every single time I think of it. Or when I think of my two best friends and how much trouble we narrowly avoid when are all together at synagogue.Somehow when we are all together, the world seems complete. I think of my community as a whole, their stories, their laughter, their stories, their talents. I think of my community's choir. Their voices raised in singing the prayers and blessings makes my heart warm. So many good, new memories. So while the old memories do occasionally hurt and feel sore, I have such a blessing in so much wonderful new memories. May you too have many new memories.
There are many books that can be very helpful to you on your path to attaining a better understanding of Jewish holidays. Many synagogues have bookstores or even local bookstores have Jewish sections. You can always look online for resources on books about Jewish holidays. Many Jewish organizations offer classes on how to observe Jewish holidays that you and/or your family can take in preparation for the holidays. And finally, if you still need more help adjusting to getting through the holidays, reach out to your rabbi. Your rabbi or a leader in your community will be able to help not only observe Jewish holidays but also help you in interfaith circumstances. Please do not be afraid to reach out! No one has all the answers because no one is in your shoes. Judaism is a lot about living and trying. It's okay to make mistakes. You're living and being in a community of people who makes mistakes all the time.I think as a convert I was always afraid to make mistakes. I was terrified of stepping outside the lines. Now I realize that we're all human. I've see everyone make mistakes. Life will go on. Don't be afraid. So go out, try and live. Stumble through your Hebrew. Hesitate if you need to. Do what you have to. As long as you do something.