You’ve never considered the possibility that you might be wrong?
This is often the response to Athiests, that choosing a religion of the world among thousands, if not millions is comparable to playing the lottery.
Let me first say that I am not athiest, I have no athiest feelings, however your question (in my opinion atleast) is valid, although a tad offensive.
The truth is, we cannot honestly KNOW if God even exists, that’s why we have faith. We might believe it so strongly we confuse the two but the truth is, no one sees God. Not atheists, not Christians, nor anyone of any religion.
If you are interested more about how this is theoligicaly sound, check out No One Sees God: The Dark Night of Atheists and Believers written by Micheal Novak. He’s a catholic theologian that spoke at my College a few months ago and he had many interesting things to say. Excuse me if I misrepresented his position, that is the best that I understood it.
Now that I have answered why this question, while offensive, it isn’t absurd. First off, we don’t plan on being wrong, otherwise we wouldn’t believe in Christianity and Catholic doctrine. That is why the question is so absurd to many. Second, if we are wrong it would largely depend on which religion was found to be the “correct” religion. For example, many religions don’t even teach about heaven or hell. Many teach of an afterlife, but most don’t teach the afterlife which is common with the Abrahamic religions. So that about limits negative consequences for being wrong to two other options, Judaism and Islam. Obviously, Christianity, Judaism and Islam are the Abrahamic religions each God depicted in them is the same God. So we wouldn’t be wrong in a sense of believing, or living for God. However, we would be wrong for the worship of Christ, which unfortunately has a fairly severe consequence.
If we are wrong for believing in Christ, then we would be punished as God, or the god/gods of the other religion would see fit. It seems fairly obvious that would be the case, I don’t know if that was the answer which you were looking for or not.
However, I don’t plan on being wrong, and if I am then that God wouldn’t be worth worshiping anyways, because if you embrace religion for only the gifts in the afterlife then you have trivialized your God, and your experience as a human being. I some how think that love of your God is more important than the heaven that He promises.