If you don't move, you'll never get anywhere. If the idea of a vocation simply hides in your head, you'll never find out whether you have one or not.
Like any other major choice in life, it can be really scary. You're going out on a limb, putting something personal on the line, so it is natural to be a bit anxious.
There are, however, ways to begin that are simple and private and do not require any commitment at all.
So right now, ponder the idea of investigating your idea that you might just possibly, maybe, have a religious vocation.