Judaism versus other religions

I would be happy if you could clarify things for me regarding other religions. I find myself very embarrassed by this question, without any real ability to deal with it. What is the priority of Judaism over other religions?
As far as I’m concerned, Christianity and Islam are not sufficiently well-established for us to take them seriously. Although I have no idea about the other religions in the world, not even some of them. I somehow trust the well-known statements that all religions started with one person and do not have a serious story of revelation for an entire people, while infidel websites try to bring examples of religions that do have a story of revelation.
I feel that in the place I am and with this lack of knowledge, it is like walking headlong into a wall. In a situation like this, how can I know that I am really making the right decision by rejecting all the religions in the world without really examining any of them? And please don’t refer me to the fifth notebook.