Like what was said, it's after you convert to be an actual JW and get baptized as one (usually takes 8 months to 2 years depending on the person) that they will put the thumb screws to you.
See, as long as you are actually NOT one of Jehovah's Witnesses yet, they really can't do anything official to you. They won't shun you for the most part, they won't hold things against you that are forbidden. But once you take the dunk as Londo111 said, then they have a reason to enforce all of their prohibitions against you.
For example, say you are smoker. They won't say a whole lot about it. They might mention that JW's don't smoke. They will probably show the scripture for that (2 Co 7:1) "to remove all defilement of the flesh" and then just move on and "let you decide what you want to do with it".
But once you are baptized "all of that", many other things, are supposed to be taken care of and done with, including celebrating the holidays of any kind for whatever reason. If you were to smoke again and someone noticed it, then they would report you to the elders and they would have a judicial committee with you. That's where they determine if you are really repentant about this "gross sin" that you have committed and if you are then they just tell the whole congregation that you "have been reproved". But if the elders don't feel that you are really sorry about smoking then they disfellowship you and announce that you, "are no longer one of Jehovah's Witnesses" and then no one who is a JW will talk to you, greet you or have anything to do with you forever, unless you sit at the hall for at least 8 months to a year "in silence" and then write a letter to the same elders and tell them how so sorry you are and that such a thing will never happen again. Then after the waiting period of say 8 months to a year or maybe longer, they will meet with you and you'll have to explain to them that you no longer smoke, hate such a thing and that you have read all the Watchtowers for each meeting and have studied them for such meetings and am ready to be "reinstated" back into the congregation if the loving body of elders see such as you do too.
Then and only when the elders are satisfied to your true repentance can you get back into the congregation. Yes, you may attend all the meetings but no one will speak to you. They will ignore you completely and only after the elders have removed their disfellowshipping from you can you then be announced that, "so and so has been reinstated as one of Jehovah's Witnesses." And then even after that, people in the congregation will still be a little shy towards you, at least for a while because they don't know what you were disfellowshipped for in the first place. It could be anything. So after you get out to their door knocking for a month or so, then they will open up to you more.
I know this is quite a lot of info here. But just be aware of where you are treading, as the previous posts have brought out. It's all rosy and "full of paradise" from the door step, but once you become "one of us" then they change the tune a little.
Knowledge is power.