James, I was right there with you until I was in my 20s. I completely understand. What we know for sure is that in the Bible, Jesus says "I am the way, the truth, and the light, and no one gets to the father but by me." In other words, Jesus says only if you believe in me can you have eternal life. But let me be honest, almost all religions have some kind of statement like that. They all say "ours is the only way".
So why do I say Christianity is the right one? One of the primary reasons is because almost all other religions are what we call "works based". That means you have to live your life in a certain way, meet a certain standard, do more good than bad, etc. To me, that is even more nerve wracking than the anxiety you feel now! How can we know if we have met the standard? How can we know if we are good enough? But in Christianity, God has extended His grace to us. He says "I know you can't ever be good enough to earn your way to Heaven and I'm not going to ask you to. All you have to do is believe in My Son, Jesus, and accept what He did for you in covering for you by taking the punishment you deserved on himself." The Bible says if we believe in our heart that Jesus is Lord, we will be saved. When I finally came to understand that when I was 25, you can't imagine the relief I felt.
In my opinion, I would say to quit stressing over it, if you can. Read in the Bible what God said about what it takes to get to Heaven with Him. Read it and study it and you will find it brings you peace. At least it did for me. God doesn't want you to be stressed out. He has plans for you and things He wants you to do that stressing out will just get in the way of.
I pray for peace and comfort for you and the blessings that brings.