That's why no one else will do but Jesus. We also need to know the truth about ourselves. The difference between Jesus and all other religions, is that he shows us that we are completely helpless and in need of rescue. All other ways to heaven teach that you do something to get yourself there. But Jesus says, you can't do it, you can't save yourself.
Salvation is just that.
It's being rescued by someone else when you were helpless. Even Christians can forget that the way to God is through Jesus and by God's mercy alone. Christmas is a great reminder of that truth. Let me tell you a story to finish. In the eighteenth century, King Frederick II of Prussia was visiting a prison in Berlin.