What to do just after pronouncing the shahada?

Just after conversion, nothing is required of you immediately. The scholars recommend making a full ablution (ghusl) as a sign of purification, invoking Allah, then learning in order: the ablutions, the prayer, then the basics of Muslim life. Former sins are erased (Sahih Muslim 121): you begin a blank page, and learning happens progressively.

After the shahada: the recommended gestures

• Thank Allah and invoke Him simply, in your language: "O Allah, You guided me, keep me on this path" or any word from the heart.
• Make a full ablution (ghusl). The Prophet (peace be upon him) ordered newly converted companions to make a full ablution upon their entry into Islam (reported by an-Nasa'i and Abu Dawud). It is a strong symbolic act: the past life is purified.
• Find calm again. No haste: nothing else is required of you today.

Your past sins: a blank page

The Prophet (peace be upon him) said: "Islam erases what preceded it" (Sahih Muslim 121). All former sins, even grave, are erased and will not be asked of you. One point only requires rigour: the rights of persons.

A debt, a borrowed or taken good, a due wage: these commitments toward other humans remain to be repaired, as much as possible.

The page are past sins forgiven? details this point.

After conversion: what to learn first

The classic al-Usul al-thalatha (The Three Foundations) of Muhammad ibn Abd al-Wahhab fixes four learning duties for the Muslim: learn, act upon what he learns, transmit around him, and be patient in trials. The new Muslim finds them at his own scale: learn the bases, put them into practice, speak about it when the setting allows, and be patient with himself.

The following order is what scholars recommend to new Muslims:

1. The ablutions (minor ablutions before each prayer).
2. The Fatiha, the short surah recited standing in each unit of prayer.
3. The prayer step by step, position by position.
4. The times of the five daily prayers.
5. Only afterwards: fasting, reading the translated Quran, the life of the Prophet (peace be upon him), the basics of fiqh.

The page how to learn the prayer guides you step by step.

After conversion: what not to do

• Change everything at once. Islamic legislation itself came progressively: the new Muslim progresses in stages. Allah does not impose on a soul more than it can bear (Quran 2:286).
• Overloading with devotions. The five prayers suffice to begin; supererogatory practices will come later.
• Rushing one's family. Announcing yes (when it is serene), imposing no. See non-Muslim family: what to do?
• Telling one's past sins. They are erased: one must neither regret them excessively nor enumerate them afterwards.