Why do we need to believe in Jesus?

For all have sinned and fall short of the glory of God (Romans 3:23)

Who can save us from our sin?

For there is one God and one mediator between God and mankind, the man Christ Jesus, who gave himself as a ransom for all people. This has now been witnessed to at the proper time. (1 Timothy 2:5-6)

He was delivered over to death for our sins and was raised to life for our justification. (Romans 4:25)

God has chosen you

Praise be to the God and Father of our Lord Jesus Christ, who has blessed us in the heavenly realms with every spiritual blessing in Christ. For he chose us in him before the creation of the world to be holy and blameless in his sight. In love he predestined us for adoption to sonship through Jesus Christ, in accordance with his pleasure and will. (Ephesians 1:3-5)

Yet to all who did receive him, to those who believed in his name, he gave the right to become children of God. (John 1:12)

Becoming a "born again" Christian

Jesus replied, “Very truly I tell you, no one can see the kingdom of God unless they are born again.”
“How can someone be born when they are old?” Nicodemus asked. “Surely they cannot enter a second time into their mother’s womb to be born!”
Jesus answered, “Very truly I tell you, no one can enter the kingdom of God unless they are born of water and the Spirit. Flesh gives birth to flesh, but the Spirit gives birth to spirit. You should not be surprised at my saying, ‘You must be born again.’ The wind blows wherever it pleases. You hear its sound, but you cannot tell where it comes from or where it is going. So it is with everyone born of the Spirit.”
“How can this be?” Nicodemus asked.
“You are Israel’s teacher,” said Jesus, “and do you not understand these things? Very truly I tell you, we speak of what we know, and we testify to what we have seen, but still you people do not accept our testimony. I have spoken to you of earthly things and you do not believe; how then will you believe if I speak of heavenly things? No one has ever gone into heaven except the one who came from heaven—the Son of Man. Just as Moses lifted up the snake in the wilderness, so the Son of Man must be lifted up,that everyone who believes may have eternal life in him.” (John 3:3-15)