I am somewhat in your same situation - I am American and my husband's family is from Serbia.
I am lucky in that my MIL is American also so between her and my husband, I have some help with navigating sticky cultural situations. There are certain cultural norms that make me roll my eyes but mostly, I go along to get along. If there's something that I just can't deal with then we work out some sort of compromise. For example, I get skeeved out by all of the hello/goodbye kissing, so I will do a handshake and a hug and an air kiss. If it were me, I'd stick with a verbal hello but I realize that is offensive especially with relatives so compromise it is.
I have found that most of the time, I just have to ask ahead of time before a specific event if there is anything that I need to know. It doesn't always occur to DH that there are some things that I really need to be made aware of ahead of time so that I don't do anything stupid or offensive.
Another suggestion is to maybe cultivate a relationship with a family member your age who is more Americanized so you might be able to bounce questions and such off of them instead of off your DH. I befriended DH's female cousin who is just a little younger than me and she has been a great source of help because she realizes what is really required vs. what can you can take or leave and she understands the need to "fit in" more than DH does. She was a great help with fashion as well so that I didn't go into church or other social situations wearing the wrong thing. (Example: who knew that a "picnic" meant an outfit with heels? I always thought picnics were shorts and gym shoes!)
I'm sure others will have great advice but just wanted to let you know that you aren't alone in your plight!
I think this is a great idea, if there's a female relative about your age.
My brother's wife is Turkish, and they live in Turkey. Her family is a different religion than mine, the customs are completely different. When I go to visit, we always stay with her parents for a few nights. By now, my brother is so used to the way things are done, he doesn't think to warn me about some things, or even just explain what's going to happen.
But my dear sister-in-law remembers what it was like for her the couple of years, with my brother not realizing what she needed to know, that they lived in the US, and will always clue me in as to what to wear, or explain what's going to happen, or how I should greet her great-grandmother, that sort of thing.
It also helps that her family is very loving and forgiving. I know now that the first time I met them I made a few small mistakes, but they must have realized that I was trying hard and just didn't know, and let them pass.