That is the problem with religions built upon and requiring assent of belief.
Not all religions are about believing something. Judaism and Buddhism are religions of practice. You can be atheist and be one or both (I have atheist friends who practice one or the other and know of some who practice both). Doubt and wrestling with central concepts are earmarks of Judaism, and there are forms of Jewish instruction regarding how and why to do this.
Not all religions have afterlife concepts, and therefore there are no reasons to worry they are wrong. Christianity seems to be peculiar in that it demands assent of mental belief in concepts that are supposed to be transcendent and defy reason. At the same time it often claims that doubt demonstrates unfaithfulness or even failure. Obedience and unquestioning are often requisites, and eternal punishment is always looming over the faithful just in case they think something incorrectly or fail in some way.
I have no reason to fear that my religion is wrong today, but Judaism also often teaches that it has no exclusive claim on truth anyway (or that there is necessarily a definitive truth in every matter). Thus I also don't go around thinking it is "right" either. It is what I do and how I respond to the universe, but it is just as much about being a Jew as it is about being in a covenant with the God of Abraham.
While I cannot speak for all Christians, the 11 years I did try it as a JW kept me in a state of constant worry and dread. I felt that my thoughts were not my own, that if I thought the wrong thing even for a split second that if I didn't immediately pray for forgiveness and repent that God would get me, especially should Armageddon begin before I could repent fully. Even though I had the "truth" as a Witness, I was in fear that I was believing hard enough or letting even a second of doubt in. It was always scary.