It may seem intimidating, switching to all-natural replacements for what you've been using in your home. Sometimes the alternatives aren't really quite what you're used to. They look different, they're used differently, and they work differently than the products you've been using for years. For a lot of these products, it is because of bacteria. You'll find soap bars and shampoo bars instead of liquids of either of those materials, because once you introduce water to natural ingredients, you are creating a potential breeding ground for bacteria. Without the use of artificial preservatives, a liquid soap made from natural materials would have a really short shelf life, relatively speaking. Especially in the warm humid environment of your shower. When using natural ingredients, the makers have to sometimes use different strategies to get you a product that you love and lasts long enough to be worthwhile.
An ideal place to start is with your soap. Almost everybody is familiar with how to use bar soap, and even natural bar soap generally acts how you expect it to act. It may not have quite the same thickness of foam that you're used to, because synthetic ingredients in soap make for a thicker, foamier foam, but it gets you clean and as you get used to using it you won't miss the foam so much. Especially since you know that the foam is 100% resultant because of harmful chemicals. It's a good place to start because it's where you'll need to make the least adjustment to your daily routine.
Shampoo seems like a natural next step. Moving to a shampoo bar is sometimes a difficult transition, people struggle with figuring out how to use a bar on their hair, sometimes the hair doesn't react the way you expect (or want). The people who make shampoo bars understand that this is an issue for some people, and have done their best to make it more intuitive. You want to be sure you're buying the right kind of shampoo for your hair, and you should probably read up on what other people went through with their hair when transitioning to bars, and what worked best for them, in order to know what you're getting into. It can be really rewarding to make the switch, but it's sometimes a bit of a journey.
There's also tons of other great places to start, these are just some suggestions to help you figure out what the ideal path is for you. Good luck on your natural bath products journey.