Assalamu Alaykum Terry,
On the issue of music, numerous scholars have declared a consensus on the prohibition of using musical instruments. There are alternatives such as Islamic songs which do not use musical instruments. Of course the best thing to listen to is the recitation of the Holy Qur'an (it is recited in a melodious voice). You can find countless recitations by various reciters available online. Have a look at this thread for examples and a bit more information regarding Qur'an recitation:
http://www.islamicboard.com/forum/ne...-an-recitation
Note that even many born Muslims struggle with avoiding music. This is why I emphasised taking things one step at a time because you may find some things difficult to achieve immediately. Nevertheless it is important to be aware of these things so that steps can be put in place to get where you need to be, with Allah's help.
For detailed discussions on why music is prohibited (looking at evidences from Islamic sources), there are some threads here:
http://www.islamicboard.com/forum/ge...28#post1904028
How will I tell my parents? They have both Christian. And my father is very ignorant, and believes that all Muslims are anti-American terrorists, wanting to destroy America. Does that mean that I will celebrate the two Eid's alone? Being that I am the only Muslim in the family. How will the party work with only one person? What should I do now that I am Muslim? I have already memorized the daily prayer, what is the next step to take?
As brother greenhill mentioned, how to tell your parents depends on your particular situation and there is no one way to do it. It is something that is going to require tact as well as patience. Some people prefer to wait a while and remain a Muslim in secret until they feel the time is right. The following threads are all about people in a similar boat and you may find some useful advice given by fellow converts:
www.islamicboard.com/showthread.php?t=134288379-trials-conversion-telling-family.html
http://www.islamicboard.com/showthre...time-home.html
www.islamicboard.com/showthread.php?t=134297751-lying-my-family.html
www.islamicboard.com/showthread.php?t=33559-want-tell-mum-how-i-feel-about-islam-but-scared.html
www.islamicboard.com/showthread.php?t=34973-telling-your-parents-you-have-reverted.html
These two links are from other websites:
http://muslimconverts.com/converts_i...n-to-islam.htm
http://web.archive.org/web/200708140...com/family.htm
Regarding being alone, try to meet with other Muslims who are near you, especially by going to a local Mosque. It may be daunting at first but it is very important. Being around other Muslims will reduce the feeling of loneliness and provide you with some support. It will also mean that you can be around other Muslims during Ramadhan and Eid, even if it's just for part of the day.
Concerning your last point on what to do next, here are a few pointers:
1. Constantly ask Allaah to keep you firm and to guide you
2. Respect your parents and always treat them with kindness and compassion
3. Be diligent in observing your daily prayers
4. Try to familiarise yourself with the Qur'an - perhaps start reading a translation and then gradually begin learning how to read the Arabic. You will need to memorise the first short chapter in Arabic (Al-Fatihah) for your prayers.
5. Learn more about the basics of Islam. It is best to learn from a teacher in a systematic manner.
6. Befriend good Muslims and distance yourself from bad companions
For many of the above points, going to a local Mosque regularly will help greatly. Others may have other tips and useful resources. I found this website which has some basics.. I've skimmed through it and it looks helpful:
http://www.newmuslims.com/
If you have more time, you may want to look into this, which seems to be a very useful educational resource for new converts.:
http://www.newmuslimacademy.com/
Let us know if you have any other questions and keep us updated about your progress. May Allaah :swt: make things easy for you and increase you in guidance, Aameen.