There are Christians in India, and Pakistan and Thailand and China (heavly perscuted in China) etc. Maybe you would have been one of the few to know Christ if you were born there.
To get to the heart of the question though, I'd have to say there are MANY reasons to be Christian over all of the other religions.
1. Jesus the Christ was the ONLY person on this earth to be able to claim divinity and proove it by the fulfillment of HUNDREDS of prophesies & miracles.
2. Jesus gave us the Holy Spirit, so that we can know/discern the truth. I know that my bible is truth and the true word of God. That opening of the eyes comes from the Holy Spirit that is in me.
3. Jesus was never sinned. (Did you know Mohammad was a pedophile?, Mary Baker Eddie "healed herself 3 days after an injury" is a copy cat of Jesus, L. Ron Hubbard said if he wanted to "really make money, I'd start a religion".)
4. It's the only religion that doesn't promise that when you become Christian that your life will be better. Instead it teaches you how to have peace through your crazy life in the hope of the future (heaven). Others tell you that you can achieve "clear" or "enlightenment" here on earth. Others (Islam) promise 72 virgins to the man in heaven, but the woman is nothing more than a tool to the man... less than an animal.
Chrisitianity teaches that all are created equal, men in the image of Christ, women as his help mate, made in His image, out of the SIDE of man. Not over him (from his head) and not under him (from his feet)... but from his side as a help-mate. Equal but with different qualities to benefit each other.
We teach that we are in a sinful world, and we have to live in it, but this is not our home. Our home is in heaven. We need to respect this place we're in and love the people around us, lead them to our Christ when we can. The things of this world should not worry us thought, because we know what lies ahead. In the end of this war we're the winners. We know the end of the story. Just enjoy our life and live it for Christ while we're here.
There's more, but these are the main ones and I'll start rambeling. So I'll quit here.
