Q. I have never been baptized, but I pray a couple of times a day, asking God to forgive me for my mistakes in life and to watch over my family and friends. I feel as if I am a Christian, but I’m not sure.
Regarding the issue of baptism in particular, please see this post, which I think will help answer part of your question:
Am I still considered a Christian if I haven’t been baptized?
More generally, I would say that I am glad that you have a relationship with God through prayer, but I would like you to have the assurance that you do belong to God through Jesus because of what Jesus did for you when he died on the cross as your Savior. The Bible teaches that we can have confidence about this through faith in God’s promises and through the presence of the Holy Spirit in our lives.
But this confidence is not something we are expected to acquire on our own. Being a Christian is not a matter of pursuing certain devotional practices in isolation; it is a matter of becoming part of a community of people who love and serve God together. So I would encourage you to seek out such a community near you, a church that honors and worships Jesus, and find your place in it so that you can grow in your knowledge of God and in your confidence that you are indeed a Christian through faith in Jesus.
I trust that in this way, God will indeed bring you to the place where you are sure that you do belong to him.
Good Question 
I was baptized when I was a baby, but didn’t know what was going on. But now I want to be baptized as a believer. Can I be?
Your question is one that individual Christians and communities of Christians must reach their own convictions about. I feel that Christians of good will, with equal commitments to the inspiration and authority of the Scriptures, can reach different conclusions about this. But let me share my personal convictions. As a pastor, I baptized people who had been baptized as infants but who now wished to make baptism their own personal expression of faith in Jesus. However, we also admitted to membership in our church, even though it was a Baptist church, someone who had been baptized as an infant and who would have been baptized as a believer if she felt she could, but she felt she could not, since she believed that God honored the faith that her parents and her home church had shown in baptizing her as an infant. So in her case we had her take the same vows that candidates for actual baptism took. Not every church would feel that it could do this; many Baptist churches would say that their convictions required actual baptism on the part of an adult believer. On the other hand, other churches would say that they could not baptize (or re-baptize, as they would see it) someone who had been baptized as an infant. But they would rejoice in the work of God in bringing to fruition the hope and expectation of faith that was expressed in the infant baptism, and they would probably offer some kind of opportunity for a public profession of faith, such as a reaffirmation of baptismal vows. I guess the applicable biblical principle would be “let each be fully convinced in his or her own mind.” Personally I would say that if you truly desired to make baptism an expression of your own personal faith and trust in Jesus, even though you were baptized as an infant, then my own convictions as a Christian minister would permit me to baptize you. I hope this is helpful.