The fact that you have not been baptized is not important. Any Christian/church that does not welcome non-believers is not Christian.
Part of being Christian is seeking truth; it does not always come easy.
I have made it through half this book and two of the first three possessed were non-Christian and these people ran out of places to turn and only found refuge in the Catholic church.
I believe many people in the church today cannot declare with 100% certainty Jesus as the son of god, I was one of them. Don't let this deter you.