I can't help but wonder if you've ever really studied the various religions of the world -- because if you had, you'd realize how different they are, and why they can't all be true.
Take, for example, the belief of some religions that there are many gods and goddesses -- thousands of them, in fact. Other religions, however -- including Christianity -- believe in only one supreme God, who created the universe and alone is worthy of our worship and obedience. Both can't be true; you can't logically believe in many gods but at the same time believe in only one God. To say all religions believe in the same God is to ignore their vast differences.
The real question, however, is this: How can we know if any religion is true? Some people say we can't know; you may be one of them. But Christians say we can know -- and the reason is because God has shown Himself to us. In other words, God hasn't left us in the dark, but He has taken the initiative to reveal Himself to us. He did this first of all through His creation, but He did it supremely in the person of Jesus Christ, who was God in human flesh.
I invite you to discover God for yourself, by reading through the New Testament Gospels that tell us about Jesus. (I suggest beginning with the Gospel of John.) You'll not only discover who God is, but also that He loves you and can change your life.