Religion is merely the teachings of a prophet collected and preached to other people in order to spread the word of that prophet.

Nobody needs a set religion to have a relationship with god. Infact, most religion relies on the general stupidity of most people in order to gain a following and inevidibly power for the elected leaders of the religious group. The christian faith is about following what jesus taught throughout his life. Just like groups like Neo-platonists who follow the teachings of Plato.. However the church would have everyone believe there is much more to it.. By essentually making a load of things up about jesus being a deity when he was walking the earth, they changed and re-wrote parts of the bible to suit their teachings and gain a larger following etc etc...

Dont be fooled into thinking you have to choose a religion to become closer to god. In the larger scheme of things, all religions are is people preaching to the lesser or often, easily lead folk for their worldly satisfaction...

As I said, dont try to become Jesus.. As there was only one Jesus and althrough his spirit can be reborn into others seeking to do the work of god, always remember to stay humble and be yourself with your own teachings and knowledge.