blobtobetter
As someone who completely believed when I was very young (and was sure I would dedicate my life to it), I have to say the thing that was most appealing about it was that I had effectively no responsibility to make decisions for myself.
I showed up to my three-weekly meetings, prayed regularly, and preached, and felt safe and secure in the knowledge that if I just kept doing what I was told to do, my life would be eternally saved and I could stand before God without judgement.
It was only when I grew older that I realised there is no way to avoid that personal responsibility, that there was no guarantee the JWs were correct, and that I would still be personally guilty if they were wrong and I found myself standing before God (on judgement day) to justify why I spent my life following them. I realised saying "But they told me to do it," would be no defense at all.
Then came many secretive years of exploring the theories behind almost every religion I could research (from Paganism to Islam), before I realised all I was looking for was another variation on someone else telling me what to do.
It was then that I decided to use my own personal inner tools (mind, heart, conscience) and do the best I could. It is scary, because I live in the full knowledge that I am completely responsible for the way I live my life and everything I do.
The thing is that following a religion doesn't change that fact, it just makes it easier to forget the fact that you are still responsible.