Hey Christina - gosh i know that feeling! I get like that even now - i think sometimes my tiny brain gets so much that it literally shorts out!

I did something like you are doing now, in fact i still am to some degree. I met lots of Christians and Muslims (these were the 2 religions i was the most interested in - i did look at buddism and all the other major religions but they are not for me for one reason or another although i know i have a lot to learn from each and every one of them!!). - and i remember feeling pulled from one direction to another everyday. In the end i completely lost who i was, i was a good Christian one day, a person interested in Islam the next, then i would be hanging out with my atheist friends drinking and doing things that i knew i shouldn't be and i didn't want to do anymore but i wanted to please everyone so i changed myself to accomodate them. It was awful, i have a poor sense of identity as it is but this literally tore me into different pieces. I always want to learn but what i needed to learn first was to stop and take my time. I know now i'm not going to know everything right now, by Gods guidence i am on the right path but with the more i learn i pray i will be brought ever closer to God.
I think Sky is right, i don't think you can agree 100% with what a particular religion says all the times, that is why it is important to listen to your heart and choose what speaks to you.
Its funny really but a few months ago (or however long it was) when i was really in the middle of everything and i felt as though i was going crazy from it all, i was given the opportunity to have a meeting with a lovely, really intelligent (i felt so dumb!) Islamic scholar. After asking my simple questions that i had.....i told him my real confusion. Do you know what he said? "Jesus the savior - is that with a little or a big s?"" - woah - what a massive question that is (!!)but for some reason it made everything sit together at last.
So keep learning

But don't get too bogged down in it all, afterall if you believe in God then you are already pretty much there