Okay on to my questions....is there reccomended reading to get a good solid grip on the Orthodox Faith? is there an Orthodox Chatechism? How do you pray? Do you use the Rosary or do you have different methods? What kind of Holiday customs do you have? What Bible do you use? (sorry that should have been first its a biggie!)
Dear Jessica,
Welcome to the forum!
I think many of us feel nervous when approaching a new church/parish. I know that is something I deal with when I decide I want to visit. I am too self-conscious, I get flustered when they do something I am unfamiliar with, I feel "goofy". Maybe that's something like what you're talking about. If so, then it can be nerve-wracking, but don't worry. It gets easier with practice...so keep going to Orthodox churches.

To read a little about the Orthodox faith, Bishop Kallistos (Timothy) Ware's
The Orthodox Church and
The Orthodox Way are pretty good. I personally liked the former more than the latter, but most people disagree with me there. They are both good, though, and you can get them at most bookstores (I've seen them in B&N, Borders, and places like that).
Orthodox Christians pray primarily liturgically. Even the private prayer books we use have a lot of prayers taken out of the Church's official liturgical prayer. There is the prayer rope, which is a knotted cord or sometimes a string of beads upon which the Jesus Prayer is said. This is used by many, but it is usually recommended that you have a spiritual director/spiritual father to guide you in it. Those may be some of the bigger differences between Orthodox and others. We also pray privately using our own words, for example...I know it is an important part of my spiritual life, and I'm sure others feel the same way.
We use the Bible with the "Apocrypha" in the OT. Properly speaking, those books aren't apocryphal, but are part of Holy Scripture. Any Catholic edition of the Bible, for example, would be fine. I use the RSV-CE. Others use the KJV, the NKJV, etc.
Holiday customs are as varied as the cultures in which Orthodox Christians find themselves, so I won't try to address them all here. Stick around for Christmas.

God bless!