Christians say that Jesus had to shed His blood for our sins to be forgiven. What if we hadn't killed Him?

God's perfect justice required a perfect sacrifice to atone for humankind's sins. Trouble was, we couldn't supply that sacrifice from among ourselves, because we humans are all sinners (imperfect). So God, in His great love and mercy, sent His own beloved, perfect, sinless Son to take on Himself the penalty for our sins.