Religion-Which one? If any?

I feel like I am missing something in my life. Some sort of faith. Iv never been baptised or christened, nor is my family religious.I do believe in god, and angels and all that type of stuff. I do pray when in need for guidance etc. But at the end of the day have no religion. Do i need one??? Catholic seems a little extreme for me, I liek the idea of going to church but even if I read the bible I have no idea who alot of people in it are, or the story behind some of the stories in it??? help??