Can’t you establish a personal relationship with God without converting to Christianity?

What I am talking about is a personal relationship with God that is established through trusting what Jesus did for you. I am not talking about “converting to a religion.” What I am talking about here is embracing the Biblical revelation. I am talking about establishing a personal relationship with the God of Abraham, Isaac, and Jacob based on trusting the work of the Jewish Messiah. Many people in this world wear the label “Christian” but are not genuine believers in Jesus. We have to be careful with our terms here, because I am talking about the genuine article. There are plenty of counterfeits around.

There is a "religious" side to embracing the Jewish Messiah. The Bible commands us to assemble together for worship and mutual edification, in a properly constituted local assembly. Most people would call that "going to church."