Revelation 21:8

if they remained jews after jesus died on the cross they technically go to hell, in christian beliefs.

If Jesus is so good and mercyful, why does he allow that little children die and acquire incurable diseases? Thats what is confusing me.

Everything is made by God, for Him. We all have to go one day, and I believe little children may die early because first of all, it's all a part of His divine plan, and secondly, when children die they get to escape this world early and get to grow up in heaven with the Lord. And as for incurable diseases, there are somethings we may never know until us that are born again make it into heaven, then all of our questions will be answered, but I believe it is for His glory. God wants to show His power of healing and life, just as He allowed Lazarus to die, but then he then again raised him. Everyone then got to see the power of God and He was glorified.

Would be reasonable but if an innocent child died before the christening then gates of heaven are closed for him, so in his plan is putting them into hell?

actually no.
theres an age of accountability. a death before that would get you to heaven.