I have seen a bit of Bourbaki's structure definition. The Bourbaki group defines structure roughly as a collection of sets with functions and relations on them. They take as an example a topological space which is a set together with some subset of its power set. Bourbaki's structures are anything which can be defined in this manner, like groups, etc.
Category theory studies classes of objects and their morphisms. It tries to classify constructions based on abstract properties of morphisms and diagrams. For instance, in category we have a description of a product without ever using "elements", and this definition of a product applies to all categories; whether or not a product actually exists is another issue. Sometimes it does, and sometimes it doesn't.
Category theory does not give us an obvious way of constructing familiar structures like groups in the first place, although there is interesting mathematics behind how far one can go just with the concept of a category.
I suggest forgetting Bourbaki altogether unless (a) you need a specific result or (b) you are interested in historical treatments. Since Bourbaki covered much, what you should choose instead depends on what you want to learn. If you are interested in Category Theory, keep looking at Mac Lane or try Awodey's book.
On the other hand, if you are interested in analyzing mathematics from its models and structure, try model theory. It's a branch of logic that studies the types of models that can occur for a given set of axioms and how those models differ, both from a first-order perspective (i.e. what can you distinguish just by first-order sentences) and from an outside perspective (are they isomorphic?). David Marker's book on model theory is a nice introduction.
If you are just interested in specific structures like groups, rings, etc. read some abstract algebra. You should have a good familiarity with abstract algebra, which will help you understand why category theory is so important. Depending on how much algebra you know, picking up an introductory book like Rotman's on Homological Algebra might interest you. You can also look at Weibel's book on Homological Algebra, which is my favourite, although it is more advanced.
Most graduate algebra textbooks introduce some really basic category theory and use it in algebra. Jacobson's Basic Algebra 2 is pretty nice and includes various diagram definitions.