As described before by other posters, the scariest thing that I encountered was the overwhelming freedom. Sort of like a canary that won't leave its cage when the door is left open. When you grow up with all the answers and the assurance that you are correct, it is hard to accept that some questions go unanswered and even the most enlightened people have to admit that belief is based on faith and not facts. In fact, the most enlightened will be wise enough to admit it readily. I have been to all sorts of churches and synagogues and have never experienced anything scary as a result.
Unfortunately, it seems as though you have a fear of the supernatural, which is common in many fundie faiths like JWs. Try to work through your fears before getting into another religion so you don't get sucked in to another fear-driven cult. God, if S/He exists, doesn't need your membership card to the "correct" church to know you are a good person, just a good look at your heart.
Hang in there and take a deep breath. No need to rush things. Be happy that you are free and explore when you feel ready. Feel free to PM if you want to chat.
Angie