The best part about being a religion is using the answer: It's a question of faith.
See, that's bullshit. You have several major religions on Earth and they're pretty much all recruiting or at least open to new members and they all want you to take their word on the strength of faith alone.
I remember once I slept over at a friend's house. This was back a long time ago, I was in elementary school. Anyway it was a Saturday-Sunday sleepover and I went with church to them on Sunday morning. They were Baptists, anyway I didn't go to the main church thing but went with my friend to the sunday school, I guess you would call it. Anyway the subject eventually came up and someone asked me if I was saved and I said "no", so my friend and this minister/pastor/whatever dude and I went into a back room and the religious guy "saved" me.
I remember being confused as hell later on in life and even soon after that because my grandma was Jewish (so is my father) and she would take me to the temple a few times. My mom is not Jewish (so I guess according to the rules I am not Jewish officially) - although there was discussion of raising me Jewish, but that did not happen. The only thing I was raised with was a general kind of generic belief of God but not specifically this idea that "Jesus died for our sins" or whatever.
The different minor differentiations of Christianity, and the two (or is it three) sects of Islam are also bullshit. The only difference between Sunni and Shi'ite is some kind of minor thing no one should really care about anyway. For example, Christianity seems to have this one basic tenet about Jesus dying for you, so I think as long as you all believe in that then you need to get over all the other bullshit that man has made up along the way in creating these little differentiations.