I suspect it almost always starts in childhood and just becomes what they call "faith"... that thing you just cannot reason with. The person cannot think any differently. For those with whom it starts in their adult years, I seems it's usually triggered by some calamity where the new-found faith is a crutch and an insurance policy... just in case. People can be "really smart" about many things, but still make a huge exception for their "faith" simply because it's safer than taking a chance and being wrong. And there's something soothing about the notion of "forgiveness" and a better next world. And it's just more socially acceptable to be some sort of a believer. How many atheist politicians do we know of?

some people give more credence of faith - even some smart ones. I happen to agree that the more intelligent often want actual proof. But I know a few people I would consider intelligent who still maintain faith.

A couple off the top of my head:

1. Childhood indoctrination
2. Social/Cultural - wanting to belong to the Mormon clan, the Jewish clan, etc.