Well, to start with, you should learn the ways of the Jedi religion. One wonders if they send a pair of missionaries to your door all "Have you found The Force yet?"
But when you decide to go all the way, you have many real-life choices. There's this Jedi Training Archive for all the literature, and then there's the Jedi Arts Training Site, to advance through the ranks. Gizmodo will also show you how to construct your own training sphere doohickey.
Oh, and if you live in a country with a census, don't forget to check your religion as 'Jedi'.