If you are curious about finding God, you can read the accounts of atheists who did just that. There are many. They were in your shoes at one point.
https://www.everystudent.com/wires/atheist.html
here’s the story of one. If you google “atheist who found God,”you will find more people who have done so.
C.S. Lewis is an atheist who became a great Christian writer. He has many books you could check out from your local library.
As a lifelong Christian who has struggled with anxiety and depression, you will not become perfect or never experience sadness or pain or hardship if you become a Christian and find God. But you will have God to comfort you, and everlasting peace and love when your earthly body dies.
Surrounding yourself with believers who love God is very uplifting. Our pastor’s wife absolutely shines with happiness when she worships God at church.
Praying for you, op.