There are good and bad directions.
We know that we cannot get from Bellingham to Seattle by car by driving north on I-5; the Mount Baker highway will not take you to Mount Hood; and you can't get to my house on James Street. (You'll have to trust me on the last one.)
In the same way, you don't become a best friend with Sally by spending all of your time with Jane. The way to God is through a relationship. God is a distinct individual, and He has chosen to relate to us through Jesus. Jesus is the infinite God, making a finite appearance on earth 2,000 years ago.
Jesus is God. Other suggested paths to God try to bypass Jesus, but if He is God, then these paths bypass God. It is hard to find God by avoiding Him. If Jesus had simply claimed to be a prophet it would be different, but He didn't. Jesus Himself claimed to be the only way that anyone could know God and find forgiveness. If Jesus isn't God, then we can just ignore Him, because He was a deluded man. The primary question is whether Jesus was who He and His disciples claimed He was. If He passes that test, then it makes perfect sense that He is the one way to God.