David Wood lays out five important reasons in this short five-minute video. For myself, I've found no better starting place than Nabeel Qureshi's Seeking Allah, Finding Jesus: A Devout Muslim Encounters Christianity.
It may interest readers to know that David Wood and Nabeel Qureshi were college roommates, the one a convinced Muslim, and the other a convinced Christian. They dialoged and did research for four years, the culmination of which was Qureshi's becoming a believer in Christ and the writing of his story, "Seeking Allah, Finding Jesus.