For the UN's official word on the Watchtower's membership, check out http://www.un.org/dpi/ngosection/pdfs/watchtower.pdf
No one here can tell you what the right decision for you is, but I left the Watchtower three years ago and I never regretted it.
None of us know "the truth" about the afterlife, or God, or anything else outside our physical universe; we're all just imperfect humans trying to make our best guess. If you're worried that the JWs might be right, why not worry that the Catholics might be right, or the Muslims, or the Buddhists? Or maybe atheists (like me) are right, and if you devote your life to religion you'd just be wasting the only life you'll ever have. And if there is a God, would he/she/it really punish the vast majority of humankind for living as best as they know how, but picking the wrong religion?
It takes time to find the path that's right for you. The important thing is not to let the Witnesses--or anyone else--pressure you into something that doesn't feel right. It can be scary to not have all the answers, but that's life. Anyone who tries to tell you otherwise is either deluded, or trying to sell you something.
Best of luck on your journey,