What religion are you? There are plenty to choose from: Islam, Hinduism, Baptist, Judaism, WICCA, Atheism or Pentecostalism just to name a few. Each one has it's own set of rules and beliefs of various nature. What you must realize is that no matter which one of them you choose none of them gives you power. Religion is mostly about what you can do and not about what Jesus has done.
A Christian is a person who professes belief in Jesus as Christ and lives a lifestyle based on the life and teachings of Jesus. Someone who lives according to the teachings of Jesus and understands that God's spirit has a permanent dwelling in you.
"Don’t you realize that all of you together are the temple of God and that the Spirit of God lives in you?" (1 Corinthians 3:16, NLT)
And we will receive from him whatever we ask because we obey him and do the things that please him. 23 And this is his commandment: We must believe in the name of his Son, Jesus Christ, and love one another, just as he commanded us. 24 Those who obey God’s commandments remain in fellowship with him, and he with them. And we know he lives in us because the Spirit he gave us lives in us. (1 John 3:22-24, NLT)
Jesus didn't die in order for us to be a certain religion but so that we could have a deep and intimate relationship with God through Him the son.
"Oh, what a miserable person I am! Who will free me from this life that is dominated by sin and death?" (Romans 7:24, NLT) And because you belong to him, the power of the life-giving Spirit has freed you from the power of sin that leads to death. (Romans 8:2, NLT)