I'm a religious person, but I have to agree with those who say don't go down the path of jumping into another religion now, at least not yet.
If you ever make that decision to do so after leaving the Witnesses it should never be something that takes away your freedom of thought, your use of critical thinking and logic. It should be something that adds to your personal fulfillment, not get in the way.
But till then you need to heal from being in a cult. This means un-learning to think, reason, and accept everything you learned as a JW. This is not easy. One of the things you must accept is that having been a member of a cult, whether converted or born into it, you don't have a good record when it comes to choosing a religion wisely (none of us who were JWs can claim to shine in that area). So kind of hold off till you learn that you can avoid traps.
Religion may not even be for you. Take some time to just breathe. Armageddon isn't coming. You don't need to be saved because you're a sinner. You don't have to believe in God. It's okay to just be you.
If you do think religion might be for you, learn it critically. Study only with persons and groups that admit they are not perfect, that admit that they are not the only source of truth, that is egalitarian. Maybe you just need a spiritual practice or discipline like Buddhism. Or maybe you just need to follow your own heart and spirit.
If a more traditional religion does become your choice, try investigating those hated most by the Witnesses or the ones they said cannot be right. You don't have to join them, but it will help erase a lot of Watchtower thinking if you see the mainstream religions on their own terms, as they are, without a filter.
In the end, whatever you choose, let it be your choice. Choose a path that will be fine with you if you decide to change again or even completely abandon it without penalty. May it be something that contributes to your personal freedom, not take that away. And my it be a healing step in your life.