It is established in the Sunnah that when some Companions accepted Islam the Prophet (peace be upon him) instructed them to perform ghusl, so making a full ritual bath upon converting is a confirmed and recommended act. The scholars differ on whether it is obligatory or merely strongly recommended (mustahabb), and the majority hold it is recommended unless you were already in a state requiring ghusl. Either way it is a beautiful, symbolic fresh start, so do it if you are able — and know that if you missed it, your Islam is still valid.
Evidence — the daleel
On deen2u
Informational, not a personal fatwa. Consult a qualified scholar for rulings on your situation.