The dangers is that every religion, including the Catholic one, says "I have the ultimate truth." Then you start to rely on the priest, the mullah, the rabbi, or whoever, to be responsible for your acts. In fact, you are the only one who is responsible.
By the choices and acts of our lives, we create the person that we are and the faces that we wear. By the choices and acts of our lives we give to the world wherein our lives are lived, hoping that our neighbors will find our contributions to be of worth, and hoping that the world will be a little more gracious for our time in it.