Religion is all about you, God and your relationship with God.
Religion, for the most part, is a man-made invention (a god created in the image of humans), but the funny and amazing thing is that almost all reasoning people think about God. Our eight-year-old grandson is asking questions about death to his parents who are not Christians. He was profoundly saddened by the death of his dog three years ago.
Here you are thinking about God.
Pure and undefiled religion in the sight of our God and Father is this: to visit orphans and widows in their distress, and to keep oneself unstained by the world.
Yes, religion can be an examination of yourself, and humanity, and life's ultimate questions.
Why do people believe in God?
Some do so because they look at the vastness and complexity of life and the universe and do not find an adequate answer in evolution and the many competing views of beginnings. Some see intelligence and information in what exists that exists apart from themselves putting it there. As scientists discover formulas and laws that explain some functions of the universe and our world these inquirers question how they could have arisen let alone been sustained by pure. blind, indifferent chance happenstance. It just does not make sense. They question why so much of the world's population has believed and does believe in a God or gods, as opposed to chance happenstance as the answer. They see the need for a necessary being in the explanation.
Most were trained from birth to believe, others begin to believe later.
True, but on the flip side some reason there is an innate human longing for God. They see the need for a necessary Being since they understand they are not it and how can they ever be sure or even make sense of the origins of the universe and life by their limited minds. They see information and meaning in everything they examine (minds find meaning and store information) but can't explain why in a meaningless universe, they should expect to see and understand things about the unexplainable and what ultimately is meaningless. They can't explain the uniformity of nature from a chance happenstance universe. It just does not make sense without intentionality and purpose behind it and they find that in the way things are and the way they operate.
Believers believe because they don't want to go to hell of course, that's one big thing.
They do want to go to heaven, that's another thing.
They want to be better more disciplined people, which is an advantage.
They want to feel better and many report feeling more content as a result.
They may want to quit drinking or have some other life crisis that can be eased by the adoption of religion.
There are probably a lot of reasons, but they are all about you and what is going on inside you.
Do you prefer to live an unexamined life? If so, why are you on a religious forum? Why have you thought about such things? If you think and believe there is no God then eat, drink, and be merry for tomorrow you die. Why bother with meaning and purpose? Do whatever you can get away with. That would be consistent with atheism, would it not? Why borrow from the Christian worldview? I contend that you can't live other than borrowing from such a worldview in ultimately making sense of life. And how well do you know the Christian worldview? How many times have you read the Bible?
Religion is an inwardly focused activity and that's what it's about.
Explanation - we were created with a longing and desire to know God. Some of us find Him and others go aimlessly through life with no ultimate purpose or meaning to it.