What do Christians believe they will gain by accepting jesus and his teachings?

Eternal life.

Romans 6: 23 For the wages of sin is death; but the gift of God is eternal life through Jesus Christ our Lord.
That we will have a divine relationship with the living God and live for Eternity with him. Me personally, as well as many others, don't care for anything in return besides his love for us witch is unfathomable.

Additional Comment:

Acts 4:12New King James Version (NKJV)

12 Nor is there salvation in any other, for there is no other name under heaven given among men by which we must be saved."