Dear Kylie
There are many reasons why Christians believe that Jesus is the only Saviour, but I can think of two especially. The first is that Jesus said it himself. For example, in John 14:6 he says, “No-one comes to the Father except through me.” And in Matthew 11:27 he says “No-one knows the Father except the Son [ie Jesus] and anyone to whom the Son chooses to reveal him.” This means that if you believe in Jesus at all, then you must believe what he said about himself, that he is the only way.
You might ask what gave Jesus the right to say that about himself. That brings me to the second thing. At the same time as being God’s Son, Jesus is also truly God himself. Jesus was there with God the Father when he made the world. And in fact God made the world through Jesus and for Jesus (Colossians 1:16). Jesus proved that he is God when he rose from the dead, and he did many other things that only God can do (for example commanding a storm on the sea to be quiet, Mark 4:35-41).
Jesus is absolutely unique in what he said and did. As well as that, he is alive now in heaven, and ruling. This cannot be said for Mohammed, Buddha, or any other founder of a world religion.
I hope this is helpful for you, and will pray that God shows himself to you in Jesus.
Regards
Andrew