A Christian upbringing does not have to be an obstacle to understanding these teachings. Gnosis is the wisdom from which all of the world's great religions have sprung forth, so you will find that many religious traditions are reflected in the lectures and books that are available here. No one walks into the Gnostic teachings having
all of the background knowledge necessary to catch every reference and understand every lesson. But your knowledge of Christianity may enable you to understand certain things more easily than those who did not grow up in that tradition. And over time, as you learn and develop, you will start to learn more about other traditions, and more importantly, start to acquire Gnosis and understand that root knowledge, which will give you insight into them all.
I wouldn't worry too much about trying to understand 100% of every lecture. No one is able to do that, especially at first. Even the lectures and books that are considered "beginner" teachings, often have profound depths that you will only discover after much meditation and learning. It is often useful to go back to books that you have read in the past to see how much more of them you understand these years later. But even in the cases where you don't seem to understand, you can still pick up teachings and lessons in every book and lecture that are comprehensible to you, and you will be able to build upon this comprehension in order to understand more of the next book or lecture you read or hear.
However, if you are feeling overwhelmed, you might want to focus your studies on the lectures aimed towards beginners. Most of the lectures that you see on the courses section of this website originated as audio lectures given by instructors on Gnostic Radio. The Gnostic Radio website, in addition to having an audio version of the lecture for download, also has a complexity ranking for each lecture.
http://gnosticradio.org/lectures/
Just click on the course you are interested in, and it will show you the lectures that are part of that course, and above each of them you will find a complexity ranking of Introductory, Intermediate, or Advanced. That might help you in deciding what to study. Then, you can come back over to the GnosticTeachings site and read the lecture transcription (if it is available).
Also, as I recall correctly the Hebrew Letters course builds upon the lessons in many of the other courses. That's not to say you necessarily need to study those courses before studying the letters, though maybe it will help in order to get more out of the Alphabet course. The original sequence of the Kabbalah courses on the website are the ones denoted "Kabbalah 1", "Kabbalah 2", etc. It was (in order):
Kabbalah 1: The World of Klipoth
Kabbalah 2: The Twelve Commandments
Kabbalah 3: Gnostic Kabbalah
Kabbalah 4: The Seven Days of Genesis
They used to recommend studying those courses in that order, but they have added so many new courses since then (including the Alphabet course) that I don't know if they are pushing that order of study anymore. Nevertheless, it may be helpful to you as an introduction the Kabbalah. Another good reference (perhaps the best one) is Samael Aun Weor's book
Tarot and Kabbalah. Many of the Kabbalah courses on this website are based off of the teachings in that book.
In general, however, you should let your heart tell you what to study. And don't be discouraged if you are confused. I started out by studying what is generally considered to be one of Samael Aun Weor's more "advanced" books (I had no instructor at the time and I didn't know any better). I had idea what it was talking about, but it turned out to be exactly what I needed to see. Eventually after a long period of confusion, things cleared up, and finally I understood.
I know it seems overwhelming at first. But pray. A lot. God will guide you through it. God has Understanding (Binah), and He can share that Understanding with you if you know how to watch and you know how to listen. He is the best Teacher you will ever have.
If you have specific questions about particular aspects of the courses, you are welcome to ask them on this forum. But sometimes the answers that are most illuminating come not from without, but from within.