To try and help you see the distinction between being religious and following a 'religion' let me use an example. Let's say there is a band that has a large fan base called The Smiles. This band writes music about loving people, showing compassion, and doing their bit for society.
Some fans, probably the majority, will follow the band because they enjoy the music, feel belonging as part of a group, and maybe relate to the band's message. This would be the equivalent of being religious - saying that you're a Christian, Muslim or Jew, going to church, and associating yourself with other people of the same religion.
There may be another sort of fan however. This follower of our hypothetical band has spent former years searching for something that will bring meaning to their life. They are ready to give their life to something if it is something they believe is worth giving their life to.
Upon finding The Smiles, this fan immerses themselves in the band. They not only buy a t-shirt, they start selling merchandise at the band's shows. They aren't satisfied standing in the crowd, they're not even satisfied with an autograph after the show. Having all of the band's albums is not enough for them. They follow the band around wherever they go, they promote the band and their ideals.
Eventually the band starts to notice this fanatical fan and starts talking with them. Soon they're good mates and the fan and the band talk all the time. Still the fan is not satisfied. They start jamming with the band after their concerts. They practice their instrument for hours each day.
Soon there is little distinction between the fan and the other band members. The fan brings something new to the band's sound, and their own values have become perfectly aligned with the band's. The band members therefore ask the fan to become a part of the band. Where a fan once stood now stands a member of the band.
Parallels with religion and following Jesus
There is such an astonishing difference between these two types of fans. This is similar to the difference between someone who is religious and someone who is a devoted follower of not only the religion, but a person. For Christians, this person is Jesus. Jesus, who Christians believe is alive in heaven and who communicates through his Spirit.
I believe damage is done by religious people who know all about the teachings of Jesus and try to force these teachings on other people. Yet they don't really know what they're doing. They don't realise that God's heart is love for all people. They go about zealous for religious principles and in doing so forget about people and become more worried about rules and requirements.
Following Jesus is a tangible relationship between two people working together like the fan who becomes a part of the band and what it is doing. I see what Jesus stands for and what he does, and I want to be a part of it. I want to be part of loving people, encouraging people, putting other people before myself and endeavouring to improve the world around me. I want to be more than a fan.