John 1, 10: He was in the world, and the world was made by him, and the world knew him not. 11He came unto his own, and they that were his own received him not. 12But as many as received him, to them gave he the right to become children of God, even to them that believe on his name: 13which were born, not of blood, nor of the will of the flesh, nor of the will of man, but of God.
2000 years ago Jesus Christ lived on this world and was killed on the cross of calvary. All we have to do now is calling Jesus Christ in prayer, ask him for forgiveness and call him to be our lord.
For example as follows: Lord Jesus, please forgive that I lived without you. I'm so sorry. Now I want to live with you. Be my lord.