Ok, there are those that call themselves "skeptics" simply because they want to doubt something and then we have the more closed minded Cynics that wouldn't believe in the Boogieman if he were in the process of digesting them. However, there are those like myself that are genuine skeptics that leave the door cracked a bit for possibility and more importantly, offer a less insulting mode of perspective to the believer that kind of neuters the whole supernatural thing but not completely, I just give them a bone to chew on that frequently proves a positive thing. That said, let's get you rolling on the whole Bizarre side of things.
Depending on how "dark" you want to design your character and image, you will want to dive into the old occult books as well as the more recently published. The biggest reason for this centers on being able to speak the language of those who are involved with such things and actually come off as being a legit (at least to some degree) "authority" on things. The other thing you will want to do is take some acting courses, even get involved with your local civic theater; Bizarre Magick is highly dependent on a kind of "purity" when it comes to theater and the art of the orator (storyteller & speaker). So do yourself a huge favor and get the foundation rather than running out and thinking you know best like so many others. In short, 99.99% of Bizarre Performers STINK! They like to hear themselves talk but they do not take proper direction or seek the help of a true ball busting stage director. Those that end up getting that help and taking those classes, end up shinning.
Understand that the viable "professional" market for Bizarrists is very limited and rarely pays anything exceptional. I know of several 50 year old Vampires out there that just know they are great and yet, they can't pay their rent, so be realistic. Develop a character that can work within an existing venue (as an example), perhaps as a tour guide & storyteller or work with an area facility in developing a show that is commercially sound. You may want to take a long look at some of Docc Hilford's earlier manuscripts such as "From the Mountains of Madness", "Band of the Hand" and Rick Maue's "Book of Haunted Magick"
Here's a couple of sites for you to take a journey through as well.
http://www.blackhart.co.uk/page53.html
http://www.deceptionsunlimited.com/menu1.html
Go here and get your education on Bizarre Magick History and the Who's Who of said world.
http://www.dragonskull.co.uk/main_map.htm