The only thing I don't really 'get' about religion is how so many people can believe in something they have absolutely no proof of.
I mean obviously it is because of the sheer number of people that believe it, but even so. Something being popular doesn't make it true.
Each person will have their own personal reasons and evidence they accept which defines their faith, Religions offer an organised structure in which people can express those beliefs and explore their own spirituality consistent with their own cultural background and values.
That is the reason there are so many religions, and so many denominations within those religions.