Has anyone gone through this? From Protestant to Catholic?
I did. I was raised Pentecostal, went Presbyterian in college, and then converted to Catholicism after college.
Generally you go through RCIA. I’d imagine most parishes are about midway through their program, but you can still contact a parish and ask about it.
From personal experience, I became interested over growing desire to have a more sacramental focus and because my views on Mary and marriage were beginning to divert from standard Protestant teaching right around the time I was starting to more question aspects of Reformed Christianity. I spent a few months researching Catholicism and reading both Catholic and Protestant apologists, and after getting up the courage to go to Mass, I filled out a visitor card saying I wanted info on becoming Catholic. It was right around the time RCIA started, so I got into it right when they began for the year. While RCIA itself didn’t do a whole lot to convince me, my sponsor was really good and helped deal with some of my remaining questions regarding Mary, atonement, etc. The time to really deal with doubts, such as coming to terms with how weird the Eucharist seemed, was also helpful.
I’m not sure about Methodist to Catholic. Most books I’ve read came from those who left Evangelicalism or Reformed Christianity. That said, a few that might help are
Rome Sweet Home,
Catholic Answers to Protestant Questions, and
The Protestant Dilemma.
Crossing the Tiber is good for getting a lot on Baptism and the Eucharist, but it is a bit of a tougher read than the others.
Behold Your Mother is great for Marian dogma.