There is a fine pamphlet called "On Sponsorship" that is available free at most meetings. It addresses this topic.
Think of a sponsor as a mentor to guide you in the Program. While we all need one, we need to choose wisely. Some things to remember: we need to choose a sponsor of the same sex, a sponsor should have their own sponsor, we can always choose another sponsor if things don't work out, and we can always pick a temporary sponsor.
Take the time you need to choose wisely, but work on it!