Hey Zachary, and welcome! As you have not been baptized, yes, you will need to enter the Church through the RCIA process. Different parishes have different programs, and the time period will vary between them. If you have lived as a Christian beforehand (despite not being baptized), the process might be shorter. But really, it depends on the parish priest and the RCIA director.
As for the exorcism question: I’m pretty sure there’s an exorcism for infants, but I’m not so sure when it comes to adults. Anyways, if there is, it’s certainly nothing to be worried about

It would consist of a few simple prayers said during the Rite of Baptism to free you of any influence from evil spirits, and that’s all. See here for more information (scroll down to #89-91):
catholicdoors.com/courses/baptism.htm
God bless, and I pray you have smooth sailing in RCIA! I am a convert myself, having previously been a non-denominational Protestant, and can safely say that nothing in life compares to Jesus and His Holy Catholic Church
