Isn't that always a concern for anyone who believes in spiritual beings who guide or influence our lives? JWs will often dismiss claims of spiritual experience or guidance from non-JWs by saying it was probably a demonic force that the person was dealing with. There's no way to demonstrate that they are wrong, just as they cannot corroborate their own claims of guidance from benevolent spirits.
If the world is best by spirit beings that are thousands of years old and have many centuries of experience in leading humans astray, it could explain why religion is so fragmented around the world. But it also means that one can never be sure if he is in the 'right' religion or simply being mislead. Indeed, one might wonder if there even is a 'right' religion under those circumstances.