2 Additional sources and explanation. Corrected spelling and formatting.
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That said, prior to your actual conversion, according to halacha, you have the legal status of being a non-Jew. You are not commanded to keep any of the 613 mitzvot (commandments) that a Jew is obligated to keep. And in fact, in regard to most of them, you should not be keeping them properly. Rather, you should be careful to observe the laws that are required of the children of Noach.

The essence of this idea is found in the story about the disagreements between Yosef and his brothers and what ultimately resulted in his being sold into slavery and sent to Egypt. Both Yaacov Avinu and his beloved son, Yosef recognized that they were in a transitional period between being B'nai Noach and being B'nai Yisrael. Yosef, who received more complete instruction from his father about this, understood that during the transitional period, they still retained the halachic status of B'nai Noach.

His older brothers were of the opinion that they had the legal status of being full-fledged B'nai Yisrael. A few of the practical areas of disagreement are mentioned in Torah. They revolve around kashrut and shechita, social interactions both personal and in business including matters of yichud, all matters of taharah, and even family inheritance.

Those disagreements resulted in Yosef's brothers plotting to murder Yosef and ultimately selling him into slavery. But in the end, G-d revealed that just like Yosef's prophetic dream, where the dream elements representing his brothers and his father and mother would come to bow to the dream element representing Yosef, so too Yaacov Avinu and all his brothers were literally brought by Divine Providence to bow before Yosef HaTzadik, the primary representative of the King (Mishneh l'Melech).

Through this bowing, they acknowledged that the halacha followed the view of Yosef regarding this transitional period, that the 'Kingship', the will of the King of the universe was with him.

It is worth noting that we are to remember this every time a communal sin offering is brought, meaning when we recite the sin offering each day in morning prayers. On Yom Kippur, when recounting the ten martyrs, we also bring this episode to mind. It is one of the central ideas of Judaism.

These two links give some of the details of this concept:

http://www.shemayisrael.com/parsha/leff/archives/vayeish.htm

http://www.machondaniel.org/displayissue.asp?ArticleID=194#.VnQHsxHtly4

A prospective convert to Judaism, prior to completing the conversion, is also in this transitional period and acts according the halacha that was established by Yosef and upheld by the King of the Universe, the Holy One, blessed be He.

For example, Shabbat is something you should make a point of not keeping fully until you have completed your conversion. If you would find it embarrassing, you can make the violation in private.

For example, a young Jewish woman may see you and not realize your status. She could overlook her true Bashert (the soul mate G-d intends for her) because her attention is on you. And what if you have a change of heart prior to actual conversion? At any point, prior to circumcision, immersion and standing before the Beit Din to accept upon yourself the yoke of the mitzvot, you can have a change of heart and say no thank you. It is not wrong for you. But for the poor Jewish woman, she has perhaps missed the opportunity of her life as a result of well intentioned 'false advertising' from you.

If you feel a true love for the Jewish people, which according to Rabbi Hillel HaZaken is equated with keeping the entire Torah, you should delay observing the 613 commandments when there is a conflict between your obligation as a Ben Noach and the obligation of B'nai Yisrael until after your conversion is completed.

Even more than this, since you mention that you are at least learning about the commandment of tzitzit, you should be aware that one aspect of tzitzit that a Jew is to required to think of when performing this commandment is to recall all the commandments of G-d. For a Jew, that means they are to remember the 613 mitzvot of the Torah and the 7 Rabbinic mitzvot. But those 7 Rabbinic commandments are intended to parallel and remind us of the 7 commandments of Noach which G-d commanded on all mankind. The fulfillment of 613 mitzvot of the written Torah which are commanded upon the Jewish people together with the 7 commandments of Noach which are incumbent upon all mankind result in a revelation of G-d's kingship in the world. This is alluded to through the union of 613 and 7 which gives a sum of 620 (כתר), 'Crown', the Crown of G-d's kingship.

At the very least, for you, if in fact you do ultimately convert to Judaism according to halacha, it is possible to think, 'how fortunate am I at this transitional time, that G-d has given me the opportunity to properly fulfill this aspect of the 7 mitzvot of Noach before taking on the new relationship of the 613 mitzvot incumbent upon the Jewish people.

That said, prior to your actual conversion according to halacha, you have the legal status of being a non-Jew. You are not commanded to keep any of the 613 mitzvot (commandments) that a Jew is obligated to keep. And in fact, in regard to most of them, you should not be keeping them properly.

For example, Shabbat is something you should make a point of not keeping fully until you have completed your conversion. If you would find it embarrassing, you can make the violation in private.

For example, a young Jewish woman may see you and not realize your status. She could overlook her true Bashert (the soul mate G-d intends for her) because her attention is on you. And what if you have a change of heart prior to actual conversion? At any point, prior to circumcision, immersion and standing before the Beit Din, you can have a change of heart and say no thank you. It is not wrong for you. But for the poor Jewish woman, she has perhaps missed the opportunity of her life as a result of well intentioned 'false advertising' from you.

If you feel a true love for the Jewish people, which according to Rabbi Hillel HaZaken is equated with keeping the entire Torah, you should delay observing the 613 commandments until after your conversion is completed.

Even more than this, since you are at least learning about the commandment of tzitzit, you should be aware that one aspect of tzitzit that a Jew is to required to think of when performing this commandment is to recall all the commandments of G-d. For a Jew, that means they are to remember the 613 mitzvot of the Torah and the 7 Rabbinic mitzvot. But those 7 Rabbinic commandments are intended to parallel and remind us of the 7 commandments of Noach which G-d commanded on all mankind. The fulfillment of 613 mitzvot of the written Torah which are commanded upon the Jewish people together with the 7 commandments of Noach which are incumbent upon all mankind result in a revelation of G-d's kingship in the world. This is alluded to through the union of 613 and 7 which gives a sum of 620 (כתר), 'Crown'.

At the very least, for you, if in fact you do ultimately convert to Judaism according to halacha, it is possible to think, 'how fortunate am I at this time, that G-d has given me the opportunity to properly fulfill this aspect of the 7 mitzvot of Noach before taking on the new relationship of the 613 mitzvot incumbent upon the Jewish people.

That said, prior to your actual conversion, according to halacha, you have the legal status of being a non-Jew. You are not commanded to keep any of the 613 mitzvot (commandments) that a Jew is obligated to keep. And in fact, in regard to most of them, you should not be keeping them properly. Rather, you should be careful to observe the laws that are required of the children of Noach.

The essence of this idea is found in the story about the disagreements between Yosef and his brothers and what ultimately resulted in his being sold into slavery and sent to Egypt. Both Yaacov Avinu and his beloved son, Yosef recognized that they were in a transitional period between being B'nai Noach and being B'nai Yisrael. Yosef, who received more complete instruction from his father about this, understood that during the transitional period, they still retained the halachic status of B'nai Noach.

His older brothers were of the opinion that they had the legal status of being full-fledged B'nai Yisrael. A few of the practical areas of disagreement are mentioned in Torah. They revolve around kashrut and shechita, social interactions both personal and in business including matters of yichud, all matters of taharah, and even family inheritance.

Those disagreements resulted in Yosef's brothers plotting to murder Yosef and ultimately selling him into slavery. But in the end, G-d revealed that just like Yosef's prophetic dream, where the dream elements representing his brothers and his father and mother would come to bow to the dream element representing Yosef, so too Yaacov Avinu and all his brothers were literally brought by Divine Providence to bow before Yosef HaTzadik, the primary representative of the King (Mishneh l'Melech).

Through this bowing, they acknowledged that the halacha followed the view of Yosef regarding this transitional period, that the 'Kingship', the will of the King of the universe was with him.

It is worth noting that we are to remember this every time a communal sin offering is brought, meaning when we recite the sin offering each day in morning prayers. On Yom Kippur, when recounting the ten martyrs, we also bring this episode to mind. It is one of the central ideas of Judaism.

These two links give some of the details of this concept:

http://www.shemayisrael.com/parsha/leff/archives/vayeish.htm

http://www.machondaniel.org/displayissue.asp?ArticleID=194#.VnQHsxHtly4

A prospective convert to Judaism, prior to completing the conversion, is also in this transitional period and acts according the halacha that was established by Yosef and upheld by the King of the Universe, the Holy One, blessed be He.

For example, Shabbat is something you should make a point of not keeping fully until you have completed your conversion. If you would find it embarrassing, you can make the violation in private.

For example, a young Jewish woman may see you and not realize your status. She could overlook her true Bashert (the soul mate G-d intends for her) because her attention is on you. And what if you have a change of heart prior to actual conversion? At any point, prior to circumcision, immersion and standing before the Beit Din to accept upon yourself the yoke of the mitzvot, you can have a change of heart and say no thank you. It is not wrong for you. But for the poor Jewish woman, she has perhaps missed the opportunity of her life as a result of well intentioned 'false advertising' from you.

If you feel a true love for the Jewish people, which according to Rabbi Hillel HaZaken is equated with keeping the entire Torah, you should delay observing the 613 commandments when there is a conflict between your obligation as a Ben Noach and the obligation of B'nai Yisrael until after your conversion is completed.

Even more than this, since you mention that you are at least learning about the commandment of tzitzit, you should be aware that one aspect of tzitzit that a Jew is to required to think of when performing this commandment is to recall all the commandments of G-d. For a Jew, that means they are to remember the 613 mitzvot of the Torah and the 7 Rabbinic mitzvot. But those 7 Rabbinic commandments are intended to parallel and remind us of the 7 commandments of Noach which G-d commanded on all mankind. The fulfillment of 613 mitzvot of the written Torah which are commanded upon the Jewish people together with the 7 commandments of Noach which are incumbent upon all mankind result in a revelation of G-d's kingship in the world. This is alluded to through the union of 613 and 7 which gives a sum of 620 (כתר), 'Crown', the Crown of G-d's kingship.

At the very least, for you, if in fact you do ultimately convert to Judaism according to halacha, it is possible to think, 'how fortunate am I at this transitional time, that G-d has given me the opportunity to properly fulfill this aspect of the 7 mitzvot of Noach before taking on the new relationship of the 613 mitzvot incumbent upon the Jewish people.

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If you are working toward an Orthodox conversion, then you are also working with an Orthodox Rav and Beit Din. Your first source for what you should do prior to your conversion should come from them.

That said, prior to your actual conversion according to halacha, you have the legal status of being a non-Jew. You are not commanded to keep any of the 613 mitzvot (commandments) that a Jew is obligated to keep. And in fact, in regard to most of them, you should not be keeping them properly.

For example, Shabbat is something you should make a point of not keeping fully until you have completed your conversion. If you would find it embarrassing, you can make the violation in private.

In regard to most, the wearing of a head covering is a 'good practice' which is found among all people, Jews and non-Jews. Torah says it is beneficial in helping one to remember G-d above and to live an upright life.

When someone who is not yet Jewish observes the 613 mitzvot, meaning they take on an external appearance of looking Jewish, it leaves open the possibility for negative consequences.

For example, a young Jewish woman may see you and not realize your status. She could overlook her true Bashert (the soul mate G-d intends for her) because her attention is on you. And what if you have a change of heart prior to actual conversion? At any point, prior to circumcision, immersion and standing before the Beit Din, you can have a change of heart and say no thank you. It is not wrong for you. But for the poor Jewish woman, she has perhaps missed the opportunity of her life as a result of well intentioned 'false advertising' from you.

If you feel a true love for the Jewish people, which according to Rabbi Hillel HaZaken is equated with keeping the entire Torah, you should delay observing the 613 commandments until after your conversion is completed.

The word, "mitzvah" (commandment), comes from the root 'tzavtah', which means connection. Any mitzvah, something you are actually commanded to observe, is your way of connecting properly to the Creator of us all. Torah tells us that it is far greater to fulfill what you are commanded to observe than to do something which you are not commanded to do on a voluntary basis. Doing those things which you commanded to do is fulfilling the will of the King of the Universe, the Holy One, blessed be He.

As a non-Jew, you are actually commanded to fulfill the seven mitzvot of the children of Noach. When you properly observe these seven commandments, you are considered completely righteous before G-d and also have a share in the world to come.

Even more than this, since you are at least learning about the commandment of tzitzit, you should be aware that one aspect of tzitzit that a Jew is to required to think of when performing this commandment is to recall all the commandments of G-d. For a Jew, that means they are to remember the 613 mitzvot of the Torah and the 7 Rabbinic mitzvot. But those 7 Rabbinic commandments are intended to parallel and remind us of the 7 commandments of Noach which G-d commanded on all mankind. The fulfillment of 613 mitzvot of the written Torah which are commanded upon the Jewish people together with the 7 commandments of Noach which are incumbent upon all mankind result in a revelation of G-d's kingship in the world. This is alluded to through the union of 613 and 7 which gives a sum of 620 (כתר), 'Crown'.

Even more than this, we have the explicit saying of the Sages of Israel that, "All sevenths are cherished" before G-d. (כל השביעין חביבין) This includes all those non-Jews who fulfill the 7 commandments of Noach.

At the very least, for you, if in fact you do ultimately convert to Judaism according to halacha, it is possible to think, 'how fortunate am I at this time, that G-d has given me the opportunity to properly fulfill this aspect of the 7 mitzvot of Noach before taking on the new relationship of the 613 mitzvot incumbent upon the Jewish people.