"How do I walk by the Spirit? How do I offer my body to God?"

What does it mean to walk by the Spirit? Which person of the Trinity should I pray to? Do we need to ask for the Holy Spirit to be saved? What happens when we die? Do we see Jesus right away or are we asleep? Can women speak in church or must they always remain silent? What is a grace-based approach to "witnessing"? How do we practically "offer our bodies to God" (Romans 12:1)? I was baptized and raised as a Catholic, but now I feel no comfort, only anxiety, in the Catholic church. What should I do?