If I may answer, xfrodobagginsx can correct me....
- Why did Jesus (PBUH) say, "My God, my God, why have you forsaken me?" If he came to save our sins, than why would he need to make such a statements?
Because Jesus was alone and had no connection with the Father at the time.
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2. We as Muslims believe that we are all born sinless. Do you think it's fair to say that we are to be blamed for the sin of Adam (PBUH) and Eve?
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In Adam all humankind was tainted as we all stem from him. Sin entered Adams life. God told Adam he would die if he ate from the Tree of Knowledge. The spirit-link between God and mankind "died" or was broken when Adam transgressed.
If it can be shown that not all people stem from Adam and Eve, then Christianity is a joke. Presently the National Geographica DNA testing does point to a primordial Eve and Adam. Science will continue to investigate....
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3. If Jesus (PBUH) was God, than why can't he just forgive our sins? What is the need for sacrafice if God is omnipotent?
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Because atonement for sin only gets done by the spilling of blood, as a blood-covenant is broken.
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5. Did Jesus (PBUH) directly say in the bible that he came to die for our sins?
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...just as the Son of Man did not come to be served, but to serve, **and to give his life as a ransom for many** - Matt.20v28