What does it mean to be saved?

Salvation is simple. Jesus said,
[W]hosoever believeth in him [Jesus] should not perish, but have everlasting life. For God sent not his Son into the world to condemn the world; but that the world through him might be saved.  (John 3:16–17)
So, to be saved simply means that Jesus has given you eternal life. This means you will live forever with Him in Heaven. 

If I am not saved, what does that mean?

Continuing Jesus' speech above, He said,
He that believeth on him is not condemned: but he that believeth not is condemned already, because he hath not believed in the name of the only begotten Son of God. And this is the condemnation, that light is come into the world, and men loved darkness rather than light, because their deeds were evil. (John 3:18–19)
If you do not believe in Jesus, then you do not have eternal life. Why? Because Jesus is God, the giver of life. He is moral perfection. The only reason you would not want to spend eternity living with Him in the light of His goodness is, according to Jesus, because you love evil more than good. So, unless you want to spend eternity in utter darkness with all that is evil, choose to live with Jesus and be saved!

How do I become saved?

Jesus said,
This is the work of God, that ye believe on him whom he hath sent (John 6:29)
To be saved, all you have to do is believe in your heart that Jesus is the living Son of God, sent from Heaven, who came to save you and give you eternal life. This belief comes with two parts: 
  1. You realize you need and want Jesus to save you
  2. You ask Him to save you
That's it! God made salvation so easy Jesus said little children could understand it (Matthew 11:25). Once you become saved, then you can learn all about Jesus by reading the Bible, but you don't have to know anything special to be saved. You don't have to DO anything special. All you have to do is those two simple points above.

If you are still not sure, here is what the Apostle Paul said about salvation.
[I]f thou shalt confess with thy mouth the Lord Jesus, and shalt believe in thine heart that God hath raised him from the dead, thou shalt be saved. For with the heart man believeth unto righteousness; and with the mouth confession is made unto salvation. For the scripture saith, Whosoever believeth on him shall not be ashamed. (Romans 10:9–11)
If you have questions, feel free to contact me.