The Aeroplane Illustration
Imagine someone who wants to travel but only ever goes as far as the airport. You can learn all about the physics of flight, know which airlines have the safest record, pick the best craft to fly in, reserve your flight, drive to the airport, go to the gate, check the cockpit crews crudentials, but it all gets you nowhere unless you actually get onto the plane!
Knowledge alone won't get you anywhere. You have to act on what you know. You have to board the aeroplane, trusting that it'll take you where you want to go.
Similarly, its not enough to know all about Christianity. You can study until you are an expert, go to Church, even get involved in the ministry,and not have a relationship with Christ. You finally have to take a step of faith and 'get on board' by receiving the forgiveness He purchased on the cross and entrusting your life and future to Him. Thats what it means to become a real Christian.