Absolutely DO NOT DO IT!
it will not be a Bible Study. Believe me, you will almost certainly start out in a spirit either of honest enquiry or from a basis of already having a good knowledge of the Bible. In either case, the JW can and probably will make mincemeat of you.
I knew my Bible very well. But the JW...all of them...have a wealth of texts up their sleeve and in reference literature you won't see telling them how to present and interpret every tiny bit of the Bible to make it mean what the Watchtower says it does. You won't be able to reason against it, no matter how well you know your Bible.
Also, they are plugged into a system of collective thought which is nothing more than brainwashing mind control. They are regularly trained, rehearsed and practised to deal with, counter and reason against any objection with which you come up.
And worse than all of that, they will use their training to plant seeds in your mind that may, just may, end up in you becoming confused and warming towards them.
Trust me. I know. It happened to me, and I was very immersed in my own church. I am the very last person anyone ever thought such a thing could happen to.
Your individual JW is undoubtedly very charming and seemingly mild and polite. Individually, they are people who have been thoroughly brainwashed. The believe all they tell you. Collectively, centrally, they are psychologically and spiritually very dangerous.
They deal in doublespeak, and can make black seem white as they indulge over and over again in false reasoning.
Stay away! Keep clear! Danger zone!