[OMFG!You'reActuallySmart!]

I think people believe for a few reasons. First, they were indoctrinated at such a young age, they couldn't understand that what they're told may be false. Second, whenever shit hits a society, people need and want a leader to emerge. Religion can be that hero for someone because it can make them feel better about themselves, understand the situation through alternate views and like any charismatic leader, give no negative criticism. Third, people who initially founded the religion did so as a means to understand the world. When the religion persists for years and years, many people inherently think the religion must be correct, otherwise people would have stopped believing in it. Fourth, it removes fears, such as fear of death, which many dread. The religion makes the fear seem like it's nothing but they only keep this feeling if they cling to the religion.

In modern society where science is a prevailing method of obtaining knowledge, it doesn't directly pat someone on the head, give them a cookie and say the world is wonderful. For some people, they probably feel unsure where to go in the world because nothing is leading them. Science isn't a leading figure as it's not a definite study, however, religion can be more definite. That said, there are many religions and many disagree with others but one thing that many hold is the notion they are correct. In other words, when a person of religion A meets a person of religion B and their religions oppose one another, it can strengthen their religious bonds. It's highly questionable whether the religions do oppose each other or whether people perceive it as such. They don't want to abandon their religion because it has made them feel so good, so they stick with it but if they were to abandon it, then they're left alone with no group to turn to and that may seem unnerving to many. Sort of like a frightened child lost in a large store without their parents.