Jews have always believed that “All nations have a share in the world to come,” and also that non-Jews are required to fulfill the seven Noahide laws, which contain many sub-laws and details. There are some threads on Mi Yodea (Stack Exchange) about this — which probably have more detailed sources that you’re likely to get in answers on this site.
There is actually a growing Noahide movement, to the extent that its becoming a full-fledged religion, with organizations, prayer books and everything. It is believed that eventually, in the Messianic era, the entire world will be either Noahides or Jews. Whether one can be a Noahide while retaining beliefs and practices of other religions is a source of disagreement, I think, but most authorities hold that other religions are forbidden to non-Jews.
In any event, if you believe in the truth of Judaism, then there’s no need to become Jewish, because you will definitely earn a share in the world to come by following the Seven Noahide Laws. Following the Noahide laws is much easier than being an observant Jew, because there are many fewer laws.
However, if you end up feeling a strong desire to become part of the Jewish people, and want to permanent accept the yoke of all the mitzvot required of Jews, then you can convert.
Keep in mind that this is a simplified version of things. We also believe in reincarnation, purgatory, and there is the concept of many different levels inside heaven (gan eden or olam haba.) Some (such as the Bilvavi Mishkahn Evneh) even argue that our spiritual experience in the afterlife is dependent on the spiritual experiences we have here — in other words, seeking as deep of spirituality as we can should be a priority in addition to mitzvah observance and the improvement of our character traits. Breslovers would probably say that even non-Jews should spend an hour a day in solitary personal prayer (hisbodedus) to God in their own words, in order to achieve the level you are meant to achieve in this world. So when you get down to specific hashkafos (theologies) within Judaism, the answer (to the general question of what non-Jews should do to “earn the world to come”) may change somewhat.