Changing from one religion is easier said than done.
Since Wicca is only around 50 years old it is still a religion that most people will find rather than having been raised Wiccan. A great many new Wiccans are faced with the task of leaving one set of beliefs behind while embracing a new set. Switching religions can be very difficult for some people. Many people expect this to be easy, and when it's not they start to question their new-found faith.
Just because your mind may continue to linger on beliefs of your first faith, you shouldn't interpret that as some sort of sign that you have made a bad choice. It can take work and conscious effort to change one's patterns of thinking. And while it can be extremely difficult, the extent of that difficulty has no bearing on whether you are making the right decision to switch.
Now, when I gave up Christianity and embraced a Pagan path I had no difficulties changing my perception of Deity from male to female. However, it took months of intentional thought to shake the fear of Hell. My heart had made the switch but my brain took time to process this fact.
Another aspect of switching is that some choose to blend their old faith and new one rather that switch completely. Now, fundamentally there is nothing wrong with creating a new path from different teachings. Nothing at all. But I strongly recommend that you think about this. Mixing two paths that have conflicting teachings can lead to further confusion for you later on down the road.
My only suggestion would be to take time to learn and study as much as you can about Wicca or whatever your new path is. Before deciding on Wicca I studied each religion, their history, practice, and structure before settling on Wicca. I would recommend doing the same. One reason your mind may reach back to old ways is because you are unsure of the correct answer within your new ways. Learn and keep your mind focused. One day you'll realize that all of your old thoughts have gone leaving your mind free to accept your new life path.