This is what salvation is all about. God is zealous for his Son Jesus Christ and will only save those that honor his Son by believing and having faith in him. Religion, whether it be the Calvinist religion, the Catholic religion or whatever religion does not honor God's Son. Calvinism insults God's Son by denying that he is the savior of the world, 1 John 2:2. Catholicism does not believe that Jesus saves to the uttermost, Hebrews 7:25. You must participate in your salvation.
"God so loved YOU that he gave his only begotten Son, that WHOSOEVER believes in him should not perish, but have everlasting life" John 3:16.
We honor God's Son by believing and trusting in him to save us. Christianity is a very personal thing because it is about how we respond to the Gospel. Some hear and believe, others hear, but it is not meaningful to them.
"For unto us was the Gospel preached, as well as unto them: but the word preached did not profit them, not being mixed with faith in them that heard it" Hebrews 4:2.
They heard, but they did not believe. How one can hear that Christ died on the cross for their sins and not respond is a mystery to me? I did not become a Christian until I was 34 years old. I heard many times that Christ died on the cross for my sins, I just simply brushed it off. I was having to much fun being a lost sinner. But then the reality that Christ shed his blood for me became a truth that I could not escape and I was converted to Christ.
Isaiah brings it home us when he said, "He is despised and rejected of men; a man or sorrows, and acquainted with grief; and we hid our faces from him: he was despised, and we esteemed him not, surely he has borne our griefs, and carried our sorrows: yet we did not esteem him stricken, smitten of God and afflicted. But he was wounded for our transgressions, he was bruised for our iniquities: the chastisement of his peace was upon him: and with his stripes we are healed" Isaiah 53:3-5.
If you can read that and not be moved by it, its because you are spiritually dead. If you had been the only person on this earth, Christ would have died for you, its that personal.