I had these same questions too when I was just beginning to understand the truth about the JW religion. I decided not to make any decision about these sorts of beliefs for a very long time. I tend to think there is probably not a god in the sky or an afterlife, but I really don't know for certain. And I won't know for certain, ever. So it's hard to accept that. But not knowing isn't so bad. I don't think it's reasonable to throw the burden of certainty on people when there is really no way people could be certain of any of these "mysteries". Beliefs are irrelevant. If we want to invent a god or an afterlife to ease our minds, that's fine. It can even be fun. And we know it can be dangerous, but not always.
It is what it is (or isn't) and "it" doesn't depend on our beliefs. That's all I've got.