Is it wrong to not consider myself a part of any specific religion?

Answer:

The problem is that you are not a Christian because one requirement is a willingness to confess Christ before others.

"Therefore whoever confesses Me before men, him I will also confess before My Father who is in heaven. But whoever denies Me before men, him I will also deny before My Father who is in heaven. Do not think that I came to bring peace on earth. I did not come to bring peace but a sword. For I have come to 'set a man against his father, a daughter against her mother, and a daughter-in-law against her mother-in-law'; and 'a man's enemies will be those of his own household.' He who loves father or mother more than Me is not worthy of Me. And he who loves son or daughter more than Me is not worthy of Me. And he who does not take his cross and follow after Me is not worthy of Me" (Matthew 10:32-38).

"Do you suppose that I came to give peace on earth? I tell you, not at all, but rather division. For from now on five in one house will be divided: three against two, and two against three. Father will be divided against son and son against father, mother against daughter and daughter against mother, mother-in-law against her daughter-in-law and daughter-in-law against her mother-in-law" (Luke 12:51-53).

A belief that you are unwilling to stand for is no belief at all. Christianity causes a division because it says there is a right and a wrong. You cannot do as you please. That there is only one God and God's message to the world is the Bible. "Beloved, while I was very diligent to write to you concerning our common salvation, I found it necessary to write to you exhorting you to contend earnestly for the faith which was once for all delivered to the saints" (Jude 3). It is a simple fact that standing for truth will cause the wicked to rise up in anger.

"But even after we had suffered before and were spitefully treated at Philippi, as you know, we were bold in our God to speak to you the gospel of God in much conflict. For our exhortation did not come from error or uncleanness, nor was it in deceit. But as we have been approved by God to be entrusted with the gospel, even so we speak, not as pleasing men, but God who tests our hearts" (I Thessalonians 2:2-4).

In a list of those who will suffer the second death, the very first mentioned in Revelation 21:8 are the cowardly.

"But what does it say? "The word is near you, in your mouth and in your heart" (that is, the word of faith which we preach): that if you confess with your mouth the Lord Jesus and believe in your heart that God has raised Him from the dead, you will be saved. For with the heart one believes unto righteousness, and with the mouth confession is made unto salvation. For the Scripture says, "Whoever believes on Him will not be put to shame" (Romans 10:8-11).

A sad fact is that false teaching has divided Christianity. To denounce denominationalism is not wrong, it is what has always been taught. "Now I plead with you, brethren, by the name of our Lord Jesus Christ, that you all speak the same thing, and that there be no divisions among you, but that you be perfectly joined together in the same mind and in the same judgment. For it has been declared to me concerning you, my brethren, by those of Chloe's household, that there are contentions among you. Now I say this, that each of you says, "I am of Paul," or "I am of Apollos," or "I am of Cephas," or "I am of Christ." Is Christ divided? Was Paul crucified for you? Or were you baptized in the name of Paul?" (I Corinthians 1:10-13). I'm quite happy to say that I don't belong to any denomination. I am a Christian, pure and simple. I follow only what the Bible teaches (Galatians 1:6-10). See: We Are Simply Christians Without Being Members of Any Denomination, You Can be Too! But it doesn't mean that my stance means there won't be in conflict with those who have altered the teachings of Christ.