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See, now you've really confused me. There are a few unanswered questions:
Your questions are great, but I'm almost afraid to answer them because of the crap I'm gonna get. Here goes...
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I thought I could talk to God anytime I wanted to by praying. What is "the way to God" for Jews and other religions then?
Yes, anyone can pray to God. The "way to God" means many things, but the bottom line is Jesus is the way to be reconciled to God and spend eternity with him (heaven).

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Or is more than half the planet ill-informed and doomed to eternal Hell?
Can't really say - God is the one who judges. Some literalists would say yes.

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What makes Christians the only ones who have the correct "way to God"?
Well, Christianity is all about Jesus, and Jesus claimed to be the way to God, and many (including me) believe it.

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I'm really curious about this. I would venture to say all religious beliefs are as made up as Jeremy's, only someone else made them up a long time ago. If you could clarify this for me...
Your curiosity and skepticism are all warranted. On the surface, I would be inclined to agree with you. Essentially you are asking me, "What does it take to be a Christian, and why would I want to do that?" The answer would involve a conversation that is beyond an internet forum. Let me give you a few basic beliefs that most if not all Christians have; maybe that'll clarify things a little:

1. There is a God.
2. He created us.
3. He is perfect, and we are not.
4. Sin, our imperfection, carries the penalty of death.
5. God has this bizarre exchange that he's willing to make - it's called atonement. Essentially, a prescribed sacrafice can erase sin. Prior to Jesus, the Israelites sacraficed animals.
6. Jesus came as the atonement to everyone that would accept him as such. He had to die to accomplish this.
7. He rose from the dead and still lives.

Accepting Christ is simple and hard. It is merely acknowledging that you believe in him as your Saviour (the atonement thing).

OK, now let me have it.