We have someone in heaven to plead our case with God—to intercede with God for us, forever:
Hebrews 7:24-25 But because Jesus lives forever, his priesthood lasts forever. Therefore he is able, once and forever, to save [completely] those who come to God through him. He lives forever to intercede with God on their behalf.
And there is no one else:
1 Timothy 2:3-6 There is one God and one Mediator who can reconcile God and humanity—the man Christ Jesus. He gave his life to purchase freedom for everyone.
Jesus Himself said He is the only way:
John 14:6 Jesus told [Thomas], ‘I am the way, the truth, and the life. No one can come to the Father except through me.’
And Peter explained shortly after being filled with the Holy Spirit that we are indeed saved only by faith in Jesus:
Acts 4:12 There is salvation in no one else! God has given no other name under heaven by which we must be saved.
Through Jesus, we can enter heaven:
Hebrews 10:19-22 And so, dear brothers and sisters, we can boldly enter heaven’s Most Holy Place because of the blood of Jesus. By his death, Jesus opened a new and life-giving way through the curtain into the Most Holy Place. And since we have a great High Priest who rules over God’s house, let us go right into the presence of God with sincere hearts fully trusting him. For our guilty consciences have been sprinkled with Christ’s blood to make us clean, and our bodies have been washed with pure water.
Read more: If you have an ideological objection to Jesus being the only way, then this article How Can Christ Be the Only Way to God? might help (be warned, it’s quite an academic argument from a philosopher).