To echo some of what Xeno has said, you shouldn't feel scared about having doubt. Skepticism is one of the stages of spiritual development so its not something to be afraid of. I'll try my best to give you answers to your questions from a Christian perspective however I would highly encourage you to do your own research on these topics and find out what other faiths have to say about them so that you can see where there are differences.
I know I've heard that Christianity was the ultimate religion, but how do we really know that for sure?
One of the unique things about Christianity compared to other religions is that God comes to us. In other religions there is a concept of working your way into heaven, namely that you have to live a certain way to make it into heaven. There is, however, a flaw in this thinking since how can a human (who is imperfect and limited) ever hope to reach God (who is perfect and is either without limits or posses limits far larger then we can comprehend). Christian theology starts with the idea that a human cannot hope to reach God because all have and continue to mess up (or sin). God has to intervene on humanity's behalf for humanity to be able to reach him. In Christianity's case, there needs to be an atonement for the sins of humanity that is equivalent to the sins that have been committed. That atonement can only be fulfilled through the death of another (since sinning against your creator is the worst sin you can commit). While an individual can make the first step and open himself/herself up to God, it is God who has to do the majority of the work and bring transformation to that individual's life.
Why are there so many religions out there and not just one?
There's several possible answers to this question. One is that, humanity longs to not be alone in this universe. With the fall came a split from God so, in order to fill the void that was left there, humans made gods in their own image to replace him. The other is that after the fall, humanity perverted the true religion of God and made it into the various religions we see today. Another theory is that humanity created religion to explain phenomenon in the universe and God decided to use it as a way to relate with man. I am sure there are others but these are the ones I can think of off the top of my head.
There are also a lot of different so called Gods out there. So how come there isn't just one named God?
The actual word "God" does not come directly from Christianity or Judaism.
Its etymology is uncertain but it seems that, before Christianity's spread across Europe, it was used by germanic tribes as a word for idol. What likely happened is that Christian missionaries, looking for words and terms to explain their beliefs in the germanic languages, choose it to represent Yahweh (the actual name of God).
This was, actually, a pretty old practice and dates all the way back to Paul in Athens, where he uses the statue to an unnamed God to introduce God. It even still goes on today. If you talk with an arabic Christian, for instance, they may call God "Allah" because it is the same thing.
Anyway why should God even send people who aren't Christian and don't believe in him to Hell just like that when there is all of this confusion in the world with Christianity and Gods? Innocent people shouldn't just be cast to Hell like that for something they don't really understand.
The truth is we do not know if those people will be excluded from heaven and sent to hell. Anyone who tells you otherwise is either incredibly mistaken or lying (hopefully they are just mistaken). Who gets into heaven is up to God and God alone. I think this is true especially for those who never heard about Christianity. There is justification for both ways. On one hand they, like all of us, have sin and are deserving of death but on the other hand they never had the chance (to our knowledge) to rectify this sin and therefore should get that chance.
Is there really a Heaven and a Hell?
The existence of heaven and hell specifically is debated and, to be quite honest, not that important. The traditional Jewish belief actually doesn't really have a heaven or hell in the sense that we think of it. Where as we believe that when you die you go somewhere, the Jews believe that when you die you go to "sleep" until the day of judgement when God will raise and judge everyone on the Mount of Olives. It is interesting to note that today you can see graves of prominent people littered across that mountain because certain Jews want what is the eschatology equivalent of front seats to the Lakers. The traditional belief of heaven and hell that we have seems to be co-opted from the Jews as well as the Greek concept of Hades. Jesus' images of Hell in the new testament seem to actually be referring to a literal place called Gehhena where trash was burned around the time he was alive, not any spiritual place that you go when you die. It is a metaphor to many people then that simply describes what living without God will be like in the end. What is clear and is actually important is that there is a day of judgement and that the righteous are rewarded and the wicked punished. That is a consistent idea throughout scripture and can't really be disputed. It is Jewish in origin and ultimately makes morality a worthwhile endeavor since why should anyone be good if they are going to be rewarded regardless of what they do?
When it comes to heaven, at the end of Revelation we see that there is going to be a New Heaven and New Earth and that humanity seems to be living on that New Earth. The New Heaven mentioned seems to be the universe or perhaps something else entirely but it does not seem to be heaven as that place good people go when they die.
Well I really am still scared of going to Hell and I wanna go to Heaven if there really is one. So I sort of still believe in that at least. I feel so confused and scared now though. What do I do? Telling me to pray about this won't help me at all, because at times God don't even always answer prayers or I mean I'm not even really sure if he does or not anymore. I'm starting to feel so Agnostic right now though. I'm really scared and I don't wanna go to Hell for it if there really is one.
Coincidentally, you should pray. And keep praying. There are two things to remember. One, is that prayer is a two way street. If you want to hear an answer from God you actually have to try and be quiet enough to listen to God. A way to practice this is to try and just be quiet for say 30 seconds before you pray and just listen to God. Try to not dwell on any thoughts that come into your mind that are clearly yours. Just stop and be still and know that he is God. This is an incredibly difficult discipline to practice and get right (believe me) but how can we expect to hear God if we refuse to stop and listen to him? You also have to remember that God is an individual and not a vending machine that you put prayers into and get the answers you want out of it. He can say no and does. For instance, look at Jesus in the Garden of Gethsemane.
[Quote=Matthew 26:36-46]36 Then Jesus went with his disciples to a place called Gethsemane, and he said to them, “Sit here while I go over there and pray.” 37 He took Peter and the two sons of Zebedee along with him, and he began to be sorrowful and troubled. 38 Then he said to them, “My soul is overwhelmed with sorrow to the point of death. Stay here and keep watch with me.”
39 Going a little farther, he fell with his face to the ground and prayed, “My Father, if it is possible, may this cup be taken from me. Yet not as I will, but as you will.”
40 Then he returned to his disciples and found them sleeping. “Couldn’t you men keep watch with me for one hour?” he asked Peter. 41 “Watch and pray so that you will not fall into temptation. The spirit is willing, but the flesh is weak.”
42 He went away a second time and prayed, “My Father, if it is not possible for this cup to be taken away unless I drink it, may your will be done.”
43 When he came back, he again found them sleeping, because their eyes were heavy. 44 So he left them and went away once more and prayed the third time, saying the same thing.
45 Then he returned to the disciples and said to them, “Are you still sleeping and resting? Look, the hour has come, and the Son of Man is delivered into the hands of sinners. 46 Rise! Let us go! Here comes my betrayer!”[/quote]
"Take this cup from me" clearly means that Jesus does not want to die. That is his request to God and he prays it multiple times. However, his prayer is answered with a clear no. So, if God in the flesh himself is answered with a no with what was likely one of his most earnest prayers then who are we to expect that God will answer us every time with a yes? The next question is obviously why should we keep praying about things if God isn't necessarily going to answer them with a yes? The answer is again found in this story in the last part of Jesus' prayer: "may your will be done." Jesus' prayer is not just a petition but a way for him to bring himself in line with God's will. From this, he finds the strength and the calm to face the horrors ahead. Interestingly enough, a study done by Herbert Benson at Harvard has found that repetitive prayer has a rather powerful relaxation effect that can help with anxiety as well as other things. Since you mentioned being afraid, I would strongly recommend that you pray about this and do so several times daily. It definitely cannot hurt you and I think it will probably help.