Confusion

This is probably just being thrown out there but for a few months now I’ve been confused about my believes I’ve questioned my own existence but I’ve never put fault on God for certain misfortunes in my life, I had a conversation with one of my friends about wanting to read and study the books of other religions not to convert but to try to understand the differences between everyone’s beliefs. This didn’t go well and my friends ended up yelling and getting extremely upset about even bringing that up he also told me our God is a jealous God and I shouldn’t entertain heathens. After that it just confused me even more also due to the fact that he said that he must of not done our Bible studies right as well as saying that there’s no way we can be brother (brother in Christ). I hope I didn’t take it the wrong way I still respect him but that whole interaction left me confused on what to believe in and what to do. Any advice?