Look, I'm going to be totally serious.
There is no inherent problems with having faith in a particular religion. Whatever you believe in is your business and no one can take that away from you.
However, you have to understand that not everyone is going to believe in what you do and when that happens you cannot force your beliefs on the other person.
Just as an example, let's look at same sex marriages. Many faiths look down on this, right? Well that's fine and dandy but what isn't fine is the fact that they try and force their beliefs on entire countries full of people who don't agree with them. This is wrong. You want to believe fags are going to hell, fine whatever. But don't force them to do what you want just because you don't like it.
Another issue with religion is it doesn't cover everyone's personal beliefs. A few of my friends are Catholics but they're okay with gays. I stopped ragging on them for this a while ago but what they believe is in complete conflict with their religion and in my opinion certainly makes them not Catholics or even Christians at all for that matter. Point here is that you should decide what you agree with and what you don't. You wouldn't vote for a political party who's tenets you don't agree with so why cast your theological ballot like that?
If though you believe in the tenets of Islam and that makes you happy, then be happy. I just hate seeing people cast their lot with religions because of no other reason than this is what my family is, etc.
Be yourself, whatever that is.