If you know someone who is a Freemason, just ask! He can answer most of your questions and provide information on costs, etc.
You will have to fill in an application form, of course, helped by your proposer and seconder, and (in the case of Athelstan Lodge 1333) you will be interviewed by a small panel consisting of the current Master and a few Past Masters.
The first question will be if you believe in a ‘Supreme Being’. Your particular religious affiliations are not important, and men of all religions are welcome. Also important is the requirement that no applicant with a criminal record can be accepted.
If you do not know any Freemasons (you probably will, by the way), the UGLE website has an excellent introduction which will give you lots more information and guidance on where to apply at National or Provincial level.
If you live near Atherstone, we would be pleased to hear from you.