The Bible is so important to Christians because they believe that it transmits God's ideas to human beings. Christians believe that, after death, God judges all people who ever lived and assigns them to different sorts of afterlives based on what they did while human. Since one's entire afterlife (all of eternity) depends on properly understanding what God wants, the Bible is very important.
Christians do not all share the same exact views of the Bible. Some see it as the literal word of God. They believe that every word of the Bible literally comes from God. Others, like the Catholic Church see the Bible as divinely inspired but also the work of human hands. One way or the other, all Christians see the Bible (at the very least) as the most important source we have for understanding how God wants us to live our lives.
In addition, if I might please add, the Bible is indeed, undoubtedly the Divine Word of God for Christians-- in other words, written by humans but IS the inspired Word of God as revealed to prophets, such as Moses and David etc (amongst the early Hebrews, who were 'given' the Old Testament) and the Disciples of Jesus (in regards to the New Testament) moved to tell Jesus' story. As the beginning of the Gospel of John reveals, it is also literally the 'divine word' or Logos, made incarnate for the salvation and guidance of humankind.
In the same way that all Christians feel so strongly about the Bible , in particular the New Testament, other religions have their own 'holy scripture' or texts-- the earliest monotheistic people, the Hebrews/Jews, believe emphatically in the Old Testament, especially the Torah and such; and the Muslims, the followers of Islam, believe passionately in the Quran (Koran). Other non-monotheistic religions also at times have certain books-- also deemed 'divine', which are sacred to these people/religions, for example the Geeta (Baghvad Geeta) and some other holy books in Hinduism; and the Guru Granth sahib, or Addi Granth, in Sikhism etc. Such books all tend to have a very very strong 'emotional appeal' or hold, upon their believers/followers.