It matters if Jesus died for us because it is only through the sacrificial death of Christ that we can be saved from the righteous judgment of God the Father. Our sin is rebellion against God. It is lawlessness (1 John 3:4). The consequence of sin is separation from God (Isaiah 59:2) and death (Romans 6:23). This means we are in trouble on the Day of Judgment, but God is merciful and provided a way for us to escape His judgment.
Jesus died on the cross and bore our sins in His body (1 Pet. 2:24). He bore the penalty of sin, which is death, and removed its consequence from us (but only if you believe and receive it by faith). Therefore, without the sacrifice of Christ, we have no hope of escaping the judgment from God. It is of the utmost importance that Jesus died for us--because without it, we are damned. Finally, you must receive Christ (John 1:12) and be saved by faith in Him (Ephesians 2:8-9). The reason it is by faith is that our good works are not good enough to please an infinitely holy God (Isaiah 64:6).