Everyone has a religion. In its most basic form, religion is a set of beliefs which inform the way you live your life. Yes, Islam, Buddhism, and Christianity are religions. But so is the belief in nothing, the (religiously held) belief of anti-religion, and indifference of belief.
The question isn’t, “Am I religious?”, but “Is my religion true?”
In various and profound ways, Christianity stands apart from all other forms of religion, whether traditional or modern. One example: The Lord Jesus Christ doesn’t simply claim to know the truth, but to be the Truth. “I am the Way, the Truth, and the Life,” he says, and “No one comes to the Father except through me.” (John 14:6 ESV). This is but one of many such claims made by Jesus as recorded in the New Testament.
As C. S. Lewis aptly noted in Mere Christianity, “Either this man was, and is, the Son of God, or else a madman or something worse. You can shut him up for a fool, you can spit at him and kill him as a demon or you can fall at his feet and call him Lord and God, but let us not come with any patronizing nonsense about his being a great human teacher. He has not left that open to us. He did not intend to.”