Converting to a religion - no matter what it is - means that you are forging a new path into a new life. I can only speak as to conversion to Judaism as I have done it myself.

Converting to Judaism can take anywhere from 1-5 years and involves a lot of study and work. Learning the Tanach (Jewish Scripture), Hebrew, Jewish holidays, Jewish theology, and halachah (Jewish Law) are all part of what must be done by the potential convert. After a period of study, the convert must go before a bet din (rabbinical court) and they will judge whether the person will be accepted into Judaism. In addition, males must go through circumcision (if they are already circumcised, a symbolic drop of blood will be taken) and bother males and females must immerse themselves in a mikveh (ritual bath).

Converting to Judaism is a long process and not to be taken lightly. It is better to remain a good non-Jew and follow the Noahide Laws than to convert and be a sinful Jew. Judaism believes that all the righteous of the nations have a place in the World To Come and there is no need to convert.