While one can assume that Jesus may have been a religious man, Jesus himself is not a religion. He did not come to start a religion, he did not found a church and he did not write a sacred text nor did he ask anyone else to do so.
I think if Jesus had intended for his teachings to be written down, he would have been much more clear: Listen guys, make sure you get this down correctly! Instead he said: “I am the way”, not I know the way and I can tell you about it, so you can believe it. There is a difference in knowing the way and being the way, in knowing the truth and being the truth, in knowing about life and being life, being alive.
Instead Jesus in a prophetic manner speaks to religion, deconstructs religion. Primarily Jesus deconstructs the Jewish faith but I believe Jesus by virtue of being the way and by his life deconstructs not only Jewish faith but speaks straight into the heart of all religion. In fact the beautiful sayings and prophetic actions of Jesus transcends religious dogma not to form a new and better religion but to show a way without religion in a way Jesus marks the end of religion.
This I think is why he asked people not to simply believe but to follow, this is why the early Christians called themselves people of the way. Jesus being god incarnate once and for all dispels the notion that there is a separation between humans and the divine source. So he prays “I ask not only on behalf of these, but also on behalf of those who will believe in me through their word, that they may all be one. As you, Father, are in me and I am in you, may they also be in us, so that the world may believe that you have sent me. The glory that you have given me I have given them, so that they may be one, as we are one, I in them and you in me, that they may become completely one, so that the world may know that you have sent me and have loved them even as you have loved me.” – John 17.20-23 NRSV
Jesus embodies this scandalous and gracious oneness with the divine source. His teaching is not one of separation and division but of unity and love. Therefore Jesus does not teach a system, a theology or a doctrine but a way of being a reality where all are one united in the divine regardless of race, religion, creed, social status, sexual orientation or gender. Jesus proclaims that the kingdom of god, the life eternal is at hand, it is near, it is within us and it is knowing the divine source by becoming one.