If she believes what the Witnesses teach, she will believe that you are going to be killed at Armageddon. If she is active in the congregation, she may be angry at you because you're not "serving Jehovah and taking care of the family the way husbands should," (going to the meetings, out in service, etc.). Or she may be very sad because of it, or she may feel she's better than you because you're in "the world." Or maybe all three. None of these will make your marriage happy.
You may think she would never feel this way, but these are the feelings of many Witness women who have "unbelieving mates"--and an "unbelieving mate" is what you will be in Witness eyes.