There's nothing wrong with branching out and learning the basics of the sport (vocabulary, team positions, how the game is played and scored, etc.) so you can be a decent conversationalist. There is always a benefit in having a foundational knowledge about a variety of topics -- even those that actually do not interest you personally. You never know when that knowledge can be of good use! Beyond the basics, you can him ask questions and watch his games. He'll probably be more than interested in explaining.
In your eagerness to get close to him, however, don't forget that YOU have interests as well. He may be crazy about baseball, but if at some point he doesn't seem to want to talk about anything else (such as what else is going on in his life, YOUR hobbies or your thoughts and feelings), consider benching him.