It's a question designed to undermine your decision to leave by insinuating the world is just a big bad place, full of bad people, a common theme in the religion.
What's out there is what you choose to find out there. Of course if you have been living in a closed community like the Watchtower it can seem kind of scary, but the reality is you will figure it out and be just fine. Of course any change is hard and at first you may be uncomfortable, but just push through and it will get easier.
If you miss being part of a religious community, there are nice ones out there. If you want more intellectual stimulation then education might be for you. The thing is it's your choice, and choice is a beautiful thing.