These are great questions.
It does seem confusing to have so many denominations. A good resource on this question can be found at the AFES Website It does seem odd that Jesus prays to the Father for believers in John 17:22 to be one: ‘May they be one as We are one.’ It does not look that way today. The early church was one if you read about it’s development in the book of Acts, and will be one in the new heaven and earth.
A thorough answer to this question needs a book to be written, which there are. But to be as short as I can, there have been two major divisions in the church resulting in three main groups. The first division occurred in 1054 A.D between the Roman Catholic West and the Eastern Orthodox church called the ‘east/west schism’ due to political and church differences and theological disagreement. The second major division came in the 16th C when a Catholic monk Martin Luther tried to reform the Catholic church, as he and others feared the Catholic church had departed from the teaching of the Apostles (in the bible). This is called the ‘Reformation’ and many protested against the Catholic church which is why they are called ‘protestant’ churches. After the Reformation of the 16th C many Churches have started up separate from the state churches, these independent Churches hold to the core teachings of Christianity, but differ on small matters.
The most important difference in the end falls on one teaching that divides everyone into two baskets. It is in understanding how someone is saved. Catholic and Eastern Orthodox teach that it is a two way street, both God and man are active in bringing about salvation. Protestant denominations (C of E, Methodist, Presbyterian, Baptist etc") see that the bible teaches only God can save us. (1 Peter 3:18 18 For Christ died for sins once for all, the righteous for the unrighteous, to bring you to God. He was put to death in the body but made alive by the Spirit,) It is only in Jesus life, death and resurrection that secures our salvation, if we can add anything to Jesus work done on the cross, it makes Jesus’ work incomplete and a failure, but God has not failed and salvation is only found in Jesus ‘alone’. What this is saying is, ‘good works’ do not contribute anything to my salvation, ‘good works’ are a fruit, or product of my salvation. It is because I am saved that I do good, not as a means to secure my salvation. (Ephesian 2:8-10)
Being part of a denomination or independent church in the end does not matter, as anyone who is united to Christ by faith (trust) in Jesus ‘is’ already united also to one another spiritually regardless of how things look on earth. One day we will be one when the new heavens and earth are established, until then, sinful saints persevere the best we can.
Some tips on finding a good church is to go to one that teaches the whole bible, you will see this if they work through a book of the bible at a time (over a number of weeks) and not jump, willy-nilly to bits of the bible (more topical talks). Otherwise they can be teaching you only the bits they like not the whole council of God.
Hope this has helped, God bless.