Depends on the congregation and people you encounter. Typically, when they find out you're "interested", you'll get lovebombed and they'll climb over each other for you to be their "study." At first they'll say how good it is that you're interested in Jesus and the Bible, but when you contradict their beliefs and don't stick to the answers in the paragraphs, they'll drop you like you're garbage.
I'd say, "Go for it!", if you really want to spend your time on something like that. I'd be interested to hear your story. Maybe you'd actually rescue some poor JW zombie.