Basically, conversion breaks down into three steps (if I'm correct)
- Replace 9938 vdp with a 9958
- Replace system roms
- Add logic for the port F4 register
Each step will make your computer more like a MSX2+. Some software will already work after replacing the vdp. If software relies on the bios (or for MSX Basic 3.0), replacing the system roms will be necessary as well. And to make the conversion complete, you'll need the port F4 register that enables soft reset.
But be aware, each step will be specific for your MSX2 model. The 9938 and 9958 are not pin compatible. System roms are model specific too.
If you're serious about this, post your model and seek expert advice. Or better, find someone to do the conversion for you. Don't start until every step is clear and verified.
If you change the VDP only you will have access to most MSX2+ games. The method is the same for all MSX2. Desoldering the v9938 is the biggest difficulty. You need a good desoldering pump because, even if it's not common, there are MSXs that have fragile PCB tracks. (eg Sony HB-F700 series)
The rest can be added later if needed.