Churches divide into various denominations and even splits within denominations for a variety of reasons. Usually it is the little things that set them apart-- but some people think of these as big things. And sometimes it is the really, really trivial matters which divide groups. Some denominational difference lie in things such as when to baptize, or how they view speaking in tongues. And then there are churches that split over what color carpet to put int he sanctuary.
We are all Christian, and we are all one body. You do not have to label yourself as any type of Christian. Just simply say that you are a Christian.

To some people, denomination is important, simply because it gives others an overview of where you might stand on certain beliefs. In other words, you wouldn't usually attend a church that has completely different views than you do on things such as water baptism, speaking in tongues, etc. So, giving people a denominational label is like offering them a quick overview of where you stand. Although, there are differences even within some denominations from church to church.