I consider myself to be a 'religious' person, I truly believe in God but I don't think going into a church makes you 'more' of a religious person or will bring you closer to God so don't feel guilty about that. Guilt is unhealthy.
You're obviously already a spiritual person and the Lord has been with you or is with you no matter where you worship from.
However,if you're going to be a part of a group or for support that's great.