The so called "Last Days" mentioned in Scripture are not what many people conceive them to be. Many people mistakenly (but understandably) think the
Biblical term "Last Days" refers to a period some time in the future of untold suffering and hardship with the end of the world being immanent. In reality, while that concept has much truth to it, that is not the
Biblical terminology for it.
So why is this distinction important? The reason why it is imperative to be aware of the distinction is because rabidly anti-Christian groups like the Jehovah's Witnesses (JW's) build grand (but false) dogmas from such confusion and twisting of Scriptures, and being aware can not only protect you and other Catholics, but even plant seeds in the JW's mind (which hopefully could take root some day). It is also important to be aware that most JW's are genuine and innocent at heart, but
deeply deluded and under serious pressure to conform and never question their authority,
The Watchtower. Given that, you should only approach this subject with them if you are sufficiently grounded in the truth of Catholicism and falsity of Jehovah's Witnesses (see
this link for some good apologetics), and taking special care to present the Truth to them calmly and in
Charity. JW's are taught to 'shut off' and 'retreat' as soon as they feel they are losing an argument or don't feel they are making progress - this means that a key strategy when dealing with them is dealing in subtlety, slowly bringing upon them the Truth.