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.