I suggest you start with John, then the other Gospels. You need someone to explain and talk through the verses when you come across any that you do not understand. That's why your church group is very important. Start with a short prayer asking the Lord to give you wisdom and enlighten you before reading. Stop and think over the verses you have read. You can also get help from books like Daily Bread.
You must be reborn : confession or confirmation is not enough. You can see from the stories in the Gospels, too.
