Yeah like Vidiot said, it's not about being worldly. Just be yourself.
You say you fit in because you all have the same beliefs, but I've found that it's much more rewarding to find people that accept you for who you are, even if you have differing beliefs. It's nice to know that someone likes me for my personality and not for what deity I do (or don't) believe in. A JW will drop you in an instant if you decide you don't believe exactly what they do - what kind of acceptance is that? If it can dissolve so quickly, was it ever really worth anything?
Read the bible if you want to. "Worldly" people read the bible too. Just don't limit yourselves to only associating with JWs if you meet normal people that you like that aren't JWs. There's no reason not to accept those people as they are without forcing your beliefs on them. Being "worldly" also doesn't mean celebrating christmas, but it does mean that you can if you want to and no one will shun you for it. It means you can decide for yourself what is right for you. If something makes you happy and doesn't hurt anyone else, then why should you feel like you're risking all your relationships by doing it?