I am a technically current JW (was raised in the faith), and would like to leave but cannot due to the prospect of losing my entire JW family via shunning.
Here is the information about it from the official JW website:
www.watchtower.org/e/19880415/article_01.htm
Really, the only risk to you is if you ever fully convert (get baptized), at which point the rules on shunning apply if you become disfellowshipped (expelled), or disassociated (voluntarily leave yourself).
As someone else mentioned, you can become inactive over a period of time, but you must still follow all the rules (ie. not celebrating holidays, not accepting blood transfusions, not smoking, etc), and essentially live as a JW. If you are caught breaking the rules (or someone reports you), you will be disfellowshipped and shunning kicks in.
If you never get baptized and only study with them, or attend some meetings, the most that will happen is that they will take a keen interest in you (but it won't be stalking-type behaviour or anything sinister). They will be very friendly and welcoming, and will encourage you to become more involved.
The positives are that the vast majority really do genuinely believe their faith, live very clean lives, and will teach you a huge amount about the bible.
I would say go if you are interested. Just be very, very knowledgeable about the consequences if you ever want to get baptized (my advice would be just don't!). You can study with them as an unbaptized person indefinitely with no risk of adverse consequences.