There is something I need to explain to you. I do not want you to think that you are choosing between Islam, Christianity or Judaism. God's religion is only one and it is Islam, the Religion of Truth.
Let me explain the point of divergence of Jews and Christians from Islam. God sent prophets and messengers to us. For example Moses and Jesus were sent to the Israelites (This information can be found in the Torah, the Gospel and in the Quran). Other messengers were sent to their people too. Some of them are mentioned in the Quran. For example, Hud was sent to the people of 'Ad. Muhammad was sent to ALL mankind not just to his people. This is stated in the Quran.
All the prophets of God preached the same message. That God is one and that we should serve God, seek His forgiveness and obey the prophet. The point of divergence is in accepting the messengers of God and the books they came with.
Jews do not believe that Jesus and Muhammad were sent by God. So they don't believe the Gospel and the Quran are God's Books.
Christians do not believe that Muhammad was sent by God so they don't believe the Quran is a book of God.
Muslims believe in all the messengers of God, so Muslims accept all the books of God.
It would be a grave mistake to become a Jew or a Christian because the evidence that Muhammad is a messenger of God is very clear in the Torah. Please read Deuteronomy 18:15-22. The evidence is also in the Gospel but I choose not to comment on that here.
Actually, I believe that simply reading the Quran is enough for one to decide if it is from God. The Quran is not such as can be produced by man. As you read the Quran, you will quickly discover that a human being could not have written it.
Anyone who disbelieves in any of God's Prophets or Books falls into the category of a "Disbeliever" this means that his works are vain and they will not carry the right weight on Judgment Day. The end of a disbeliever is Hell.
Please start your journey to God. Do careful research. Start by reading God's books. I advise you to read the Quran first because it verifies the books that came before it. And also because it has not been corrupted. It is not long. When you are done with the Quran, you can probably read the Torah next and continue from there. If God wills, you will be guided.
As you do your research, keep your focus on discovering what the truth is. Many a time people believe something but it is not the truth. Islam is the Religion of Truth.