The seeds of what became Christianity were first scattered among the Jews by a Jew -- Jesus Christ. We are told that Jesus preached, healed, and performed miracles. Apparently his brief active ministry (just 3 years) was quite compelling. Jesus died at the hands of the Romans by crucifixion. We are told that he was resurrected from the dead.
What began as a small circle of friends who knew Jesus grew and came to include people who had only heard about Jesus through the efforts of his disciples and Paul. The number of people who believed that Jesus was a prophet/savior/Son of God was at first very small. There was for the first decades no specific formal beliefs, no institution to speak of, no formalized ritual, no scripture.
Apparently the people who were first attracted to Jesus found his story very compelling. These first Christians are the people you should (if you could) ask "Why did you become a Christian?"
Eventually the church developed beyond the Jewish community and became large and well enough established that it began to need staff, organization, formalized ritual, specific beliefs, and scripture (foundational documents). By a century after Jesus' death, these elements were coming into being. The Christian Church became another among many competing religions. A major break came their way in 312 when the Emperor Constantine converted to Christianity and decreed it the official religion.
After Constantine, Christians didn't merely compete with other religions, they worked towards shutting them down, closing their temples, and demanding conversion. So, a lot of people converted because it was the safest course to follow.
Guanyun, where your question becomes cogent again is over the long history of Christianity when individuals have decided to leave their pagan beliefs behind and become Christian. There may be advantages available to converts, but apparently previously uninformed people still find the story of Jesus compelling.
You can ask the same question about Karl Marx: It's not surprising that many people in China think Karl Marx is very important. What is VERY surprising is that some Americans read Marx (who is very unpopular in the USA) and decide that he is right. Apparently they find his narrative compelling. The same can be said for people who adopt a belief that is very different than what they had previously believed. The new belief gives their life new meaning, more meaning.
Another answer to your question, why, is that when and where Christianity became the cultural norm, there was virtually no alternative to being Christianity. One was born into it. No decision was necessary.