I would like to know as it is difficult to find a truly God-inspired church today, if it is not the case to pray in my room instead of being in a non-Christian context?
Absolutely yes. The saying "better alone than badly accompanied" also applies in this context. Pray and be guided by God, He will be able to show you the right path to take and maybe make you meet a right church (which nowadays are a rarity!). It may take some time, but don't despair and don't give up e, mostly, never lose faith in God through the fault of men. It is not God's fault that we are disappointed with men.