If you prayed that prayer and meant it, you are a Christian. (Romans 10:9 If you confess with your mouth that Jesus is Lord and believe in your heart that God raised him from the dead, you will be saved.) You might not feel any different, but the gospel is about facts not feelings. If you have put your faith in Christ, then you have been forgiven and He has come into your life.
Here are four things that will help you grow in this new relationship:
R-ead the Bible: Start with the gospel of John
E-ncounter the Author: Talk to God everyday in prayer
A-ttend church: Get plugged-in to a local Bible teaching church
L-et others know: Tell people about what God has done in your life