Why do I question my spiritual path?

I was told as a child that people who have never heard of Christ are judged by their lives. When we have Christ, we are washed in the blood, and our sins are washed away, but anyone who has never heard of Christ is innocent, like a baby. Those who have heard about Christ, but never chosen to accept Him, are condemned at the end of their lives. God knows who has known and had the chance and not taken advantage of it.