There are different paths of exploration.
The path of the sages -- start reading sacred texts from around the world. Don't look for what you disagree with, although approaching from an intellectual viewpoint is okay. But the idea is read it with the question, what can I learn from this. You'll find that even religions that believe some very silly things still contain within then crystals of wisdom.
The empirical path -- seek a personal encounter with the divine. There are many tools: prayer, meditation, ecstatic worship, sackcloth and ashes fasting in a yurt in lower Mongolia...
Trial and error -- hey, it's tried and true. You can study a religion in a book, but yu won't really understand it unless you give it a try and practice it. And shake things up a bit. You experiences one version of Christianity, but Christianity is a very big, big buffet. If you were mainstream Protestant, try Catholic. If you were Evangelical, find some ultra liberal mainline Protestant Church.
Expect your journey to take a long time. But God is an important enough thing that he/she/it deserves our best try. And it's not without danger. In fact I dare say you can't expect to undertake this trip without getting hurt somewhere along the way. It is a legitimate Quest.