Although Christianity is commonly referred to by others as a 'religion' but many of us as believers in Christ could share with you that it's not really a religion. It's about relationship with Lord Jesus whether we accept Him as our personal Saviour, whether we accept His redeeming blood, whether we accept that He died for our sins, whether we accept that His resurrection is victory over death, whether we accept that we too is victorious and although physically we will die one day, but we will be given a new body and a new of spiritual life, whether we accept that that we must repent of our sins in order to be saved.
There is no teaching of changing religion in the Bible but (especially in the New Testament) there are many warnings that people who claimed to be followers of Christ will be falling away. Just like today you can be a friend (or even the best friend) of your colleague, tomorrow you can become his or her enemy because of betrayal, etc. This is what relationship is all about - it's moving and either we are moving forward and strengthening it or we are moving backward turning from friend become enemy. This falling away will be widespread so much so that some preachers coined the term: The Great Falling Away. It is the result of false teaching, the influence of the world and of course, the work of Satan.
Christianity is about relationship with God. It is about God's finished work to redeem man and man's response to His finished work. God will not force you to accept His finished work. It's your choice and your free will. Christianity is not a religion in a way that people normally defined it. This make Christianity completely different from all other religions. It is about relationship between God and His people. It's about re-establishing our relationship and our communion with God and this is only possible because of Jesus who has willingly become the sacrificial Lamb of God to atone our sins.