Yes, by all means, research. It certainly doesn't make you a lesser Christian to research other faiths...if anything, (IMO) it would make you a better Christian, because you have some understanding of other people and how they think. If, in the course of your research, you start to feel that 'maybe there's another way', so be it.
Our Religion Teacher, Father Herdner, told us
"There are many paths to God. I chose this one since it was the one I was most comfortable with. But it is not the only path."
Very well said...and I've been telling people the same thing for years!
While others are content with travelling along a nicely paved path, with all the things to see pointed out to them, I prefer going along the path that's overgrown with obstacles and thickets. I believe it's more rewarding finding your way thru these perils and seeing that, with perserverance and devotion towards continuing the journey, that you have overcome things that others have not.
I confirmed that belief a few years ago, on a hike thru nearby woods. I could have easily taken a path that is quite well-trodden and known to almost everybody who visits these woods...but I saw a part that I hadn't been on in years, and it was overgrown with trees and pricker bushes (lots of them, too!) and decided "This is the way I will go today". So, after a quick study of what seemed the straightest course, I started in. Within minutes, I saw that this track was a bit more difficult than it initially appeared; as I was plucking the prickers out of my legs and arms (and trying to wipe the trickles of blood away), I suddenly thought of people I know who would instinctly turn around and look for an easier way. Others would whine for help, saying "this is too hard". I remembered that this could be a general metaphor for life itself...it isn't easy. It's not supposed to be. You could cry all you want, but one way or another, you have to keep moving and get through it. So, I quietly continued on my way. The prickers and trees got thicker as I went along - at some points, I was crouching and climbing through prickers and thorns, squeezing between trees...even having a thorny branch swing back and smack me in the forehead, but I kept moving. After some time (I really didn't know how long I'd been "in the rough") I emerged into a small clearing and I had time to access my wounds. Amazingly, I couldn't find any. The places where the prickers had sunk into my skin (and I did wipe trickles of blood away) were clear - not a speck of blood or trace of a puncture. My forehead wasn't bleeding at all (from that vicious thorny branch attack). In my beliefs, that was my gods' way of saying "well done"...and at that moment, a beautiful deer stepped into the far end of the clearing, looked at me for a minute then turned back to the woods and walked away. I took that as a sign (again, from my gods) that seeing that deer was my reward for what I'd just accomplished. If I had taken the easy path, I wouldn't have seen that. This confirmed what I've believed all along. No matter what obstacles or barriers you are going through, you have to keep moving. It will be worth it. You'll see.