All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and messenger.
We would like to congratulate on embracing Islam, because Allaah does not accept a religion other than Islam, Allaah Says (what means): {And whoever desires other than Islam as religion - never will it be accepted from him, and he, in the Hereafter, will be among the losers.} [Quran 2:85] May Allaah accept your faith and good deeds.
You can declare your conversion to Islam at the Saudi Courts or at the Islamic centres affiliated to Da‘wah for expatriate communities there. Your conversion will be recognized wherever you may go, for it will be certified by official authorities. No harm shall come to you because of your conversion whether in Saudi Arabia or Egypt because authorities there can provide you with the necessary security. However, you should be cautious, because Allaah orders us to do our best in utilizing all means and to entrust Him with success.
The first thing you need to do next is to learn the rules and pillars of Islam by attending Islamic classes. Also, try to find righteous friends who will support you on your way. Allaah Says (what means): {By time, Indeed, mankind is in loss, Except for those who have believed and done righteous deeds and advised each other to truth and advised each other to patience.} [Quran 103:1-3]
Allaah Knows best.