You're in conduit.
It's a Code violation for the installer to have failed to identify which neutrals go with which hots.
How to match hots to neutrals
What I do is (before installing the GFCI) identify all the hots coming out of that conduit. Follow them back to their breakers and identify them. Then for each circuit: turn off its breaker and run around and see what lost power. Identify 1 load or receptacle that is on each hot wire.
We need 1 active, turned-on load on each hot - lamp, heater, even a night light will be fine. The load must be turned on.
Now, turn off all those breakers... and lift all those neutrals off the neutral bar. They will be hot, they can nail you - if you're used to neutrals being "safe", forget that - they're insulated for a reason and you're about to meet it.
Now, turn on 1 hot breaker. Run your voltage tester down each neutral wire, if you have a 2-wire tester measure between neutral wire and panel chassis. Do not stop at the first neutral that lights up the tester. Test every neutral.
Turn that breaker off and repeat with the next breaker. Only 1 breaker on at a time!!!
The reason the neutral is "hot" is because the power is trying to return to source. It's coming from the breaker, going through the load that you turned on, and trying to return via the neutral wire, and it can't because you disconnected it. So hot voltage is just sitting there.
Any hot that lights up 2 neutrals is a serious problem. It means there is a crossed neutral there. That itself is an urgent problem, and if it's the GFCI's hot, you'll need to fix it before the GFCI will work.
If a neutral lights up for 2 hots, that is most likely a multi-wire branch circuit, which is legal, but you will not be putting that GFCI breaker on that. MWBCs require a 2-pole GFCI breaker. Also, any multi-wire branch circuit, GFCI or not, should be landed on a 2-pole (NOT TANDEM) breaker whose handles are tied. It's usually acceptable to field-fit a factory approved handle tie between the breakers.
Mark them, then fit an appropriate GFCI breaker
Once you have identified all the hots and neutrals, use electrical tape, ty-wraps or other method to group all the neutrals with their partner hot(s). This is the identification task which the installer should have done.
You can then put the neutrals back on the neutral bar, and turn all the breakers back on.
If you identify a "monogamous pair" of 1 hot and 1 neutral, you can put a 1-pole GFCI breaker on that.
2 hots + 1 neutral can use a 2-pole GFCI breaker.
3 hots + 1 neutral is bad unless you are in a 3-phase panel.