I suppose I believe in God but I don't see any need to have a religion.
God provides us with the purpose of our existence and if we seek to do good it is the same as seeking to do the will of God. Your belief in God only has value in so far as you live your life according to His purpose for you.
How then do we know what is the will of God? That is where religion comes in. Allah has revealed His will through prophets. To find out what this is you need to study the revelation.
In Islam the core source of that revelation is the Qur'an - I recommend you read it.
You may be asking this question based on your understandings of what a religion is which are drawn from experiences of Christianity and other religions but don't necessarily apply to Islam. So here are a couple of points which may help to correct such misunderstandings:
The very word "Islam" means submission to the will of God. Fulfilling your purpose in life given to you by God requires that you accept do exactly this. No other religion has such a clear and simple name which comes from the fact that:
