I’m not an expert about those coming into the faith but let me give you a few helpful suggestions:
First, don’t worry that if you die before you’re baptized that you’re going to go to hell. The same type of question that gets asked is “What if someone in a state of mortal sin dies on their way to confession? Will they go to hell?” Jesus Christ did not come down to earth and suffer and die on a Cross so that he could “cheat” us out of our eternal salvation. So try to put that worry out of your mind.
Second, try to make an act of perfect contrition:
1452When it arises from a love by which God is loved above all else, contrition is called “perfect” (contrition of charity). Such contrition remits venial sins; it also obtains forgiveness of mortal sins if it includes the firm resolution to have recourse to sacramental confession as soon as possible.51
Whenever you fall into a state of mortal sin you should repent and do this as soon as possible. This may seem rather hard to do (and you don’t have the certainty of God’s forgiveness as you do in the Sacrament of Penance) but I still recommend making one. Remember, perfect contrition can be achieved even if you still fear eternal damnation. Being sorry for offending and all good God should be your motivation (i.e. you’d be sorry even if there was no punishment.)
Remember, if you’ve never been Baptized Batism will not only forgive original sin but any personal sin and punishment due to sins!
1263 By Baptism all sins are forgiven, original sin and all personal sins, as well as all punishment for sin.66 In those who have been reborn nothing remains that would impede their entry into the Kingdom of God, neither Adam’s sin, nor personal sin, nor the consequences of sin, the gravest of which is separation from God.
So if you are Baptized and then die a few seconds later (without sinning) you’re on the elevator strait to heaven.
Am I allowed to go to confession to talk to my priest but just not be absolved from my sins?
I would recommend you talk things over with your priest. Although you can’t receive absolution getting these things off your chest might help you.
Also if you haven’t already been told about it I recommend the Catechism:
I wish you well on your journey home.