If I go to an event, does that mean I’m pledging?

Nope! All rush events are completely non-committal. Pledging is entirely separate and takes place after Rush week.

How does the transition from rushing to pledging happen?

At the end of Rush Week, each fraternity decides which rushees to offer bids to. If you are offered a bid, you have the option of pledging the fraternity.
If I want to pledge, how do I get a bid?

There is no one-size-fits-all answer. If you like AGO (or any other house for that matter), demonstrate your interest, and the house decides they want to invite you to pledge, then you will be given a bid. 

 Is there anything I should say or do in order to improve my chances of getting a bid?

No, we want to know the real you! Be genuine. Be sincere. We want guys that are honest about who they are, not people who put on a facade to try to get in.
Do I have to be Christian?
Nope, you don’t have to be Christian to rush or pledge AGO.