What are the conflicts to a Religion change?

Okay, I have thought very long and hard about this, and right now I am just studying Judaism. My mom said, whenever it comes to Religion, you can do whatever you like. Im also thinking about converting to Pentacostal. My mom, grandma, aunt, and grandpa are catholic. But my whole other family like cousins and great aunts on my moms side are Pentacostal. My whole fathers side is Catholic but i am not in much contact with him. So Im wondering what should my descision be.

I have been thinking long and very hard about this.