First of all:
Which is the best way to update a 4.15 project to 4.18?
What are the PRO and CON? I’m going to lose something that I’ve already put in the world? I’m going to lose any assets? Blueprints would work properly in 4.18?
I can’t find good answers in internet 
The best way I would recommend: make a copy of your project and convert a copy and see if everything works like it should. You should not lose any work, assets, settings, etc. It should be all the same.
In overall:
Blueprints should work. The only change that I encountered was in function to get a point closest to navmesh. Epic added new parameters. The rest went smooth.
C++. There will be a bunch of changes all over the place, so embrace yourself.
PROs: well, you will get up to date engine 
and a lot of optimizations, new tools, etc.
CONs: you will deal with new bugs. When I upgraded to 4.17 one of my main projects, oh man… Long story short, in 4.17.2 Epic released over 100 fixes.
If you so want 4.18 but really worried about bugs or just about to release your game to the stores world wide…, wait for 4.18.1
Thanks for the answer!
I think I will wait for 4.18.1 then and after try to see if there are bugs in the project caused by the migration to a newer version of the engine
Also remember it is okay to release your game using the version of the engine it started on. No need to upgrade unless the new version of the engine has something your game really needs.