"He that winneth souls is wise" Proverbs 11:30
The best way to answer this question is with another question, why believe on Jesus? Well we believe on Jesus because all have sinned and fallen short of the glory of God and the only way to be saved is by putting our trust and faith on death, burial and resurrection of Jesus Christ. That brings us with another questions, Where did sin come from? The Answer is in Romans 5:12 KJV "Wherefore, as by one man sin entered into the world, and death by sin;" and so death passed upon all men, for that all have sinned: This now leave us with one last question Who is the man that brought sin into the world?