You should know that Romanesque churches are usually poorly lit because they have very few windows: instead the large arches of Saint Ambrose's façade let in plenty of light over the central nave, while the side naves remain dimly lit. You'll be immediately impressed by the solemn atmosphere and the contrast between the whitewashed walls and the vibrant red-brick decorations.
Go to the start of the central nave and stop and look around to get an overall idea of the interior, which has remained virtually the same for ten centuries.
Even if you may not notice it with a simple glance, the church is built according to precise mathematical proportions: for example, the central nave is exactly twice the length and width of the side naves, and the large pillars supporting the nave alternate perfectly with the smaller pillars that support the side naves. The mezzanine floor where you can see the great loggia was part of the Church that was once reserved for women, and for this reason was called the "matroneum".
Now you can start walking down the center nave. Near the beginning, you'll see two ancient columns. The one on the right is made of porphyry and has a cross on top, and the one on the left is made of granite and is dominated by a bronze serpent which was donated to the basilica by the emperor. This sculpture is known as "The Serpent of Moses" because it was believed that the biblical patriarch Moses had forged it to defend his camp from snakes while he was in the desert.
You'll find an important complex of sculptures at the height of the fifth pillar. Under the pulpit, which is the stone balcony that was used for preaching during Mass, you can admire a splendid Roman sarcophagus from the fourth century AD that depicts characters before the walls of a fortified city. If you walk around the pillar, you'll also see an unusual Last Supper.
If you have time, I suggest looking at the frescoes in the side chapels, which were mostly made by Lombard painters from 1400 to 1700 in a wide variety of styles. The frescoes in the second chapel on the right were made by the great Venetian painter Giovan Battista Tiepolo.
FUN FACT: a legend says that when the bronze serpent comes to life and descends from the column, the end of the world will have begun.