It's a long and winding road, mostly a desire to believe there must be something more. I'm ok with people being religious as long as it does no harm to others, but I myself personally stand by something my dad said to me, don't believe anything you hear and only half of what you see.

Religion is an addiction.
[independent.co.uk]

It's fear plain and simple, fear of death, fear of hell, fear of the god who will send you there because the bastard loves you so much.

Fear.

As a child I was taught to fear hell and was warped into a fine young idiot. My anxiety grew greater when I questioned things too much, but I could not help it. I finally broke free of the bonds of the fear and then I just had to shake off the dust of wanting to have an eternal life. Finally, I learned ot accept the fact that life is short, and I won't get a second chance at it, so I let it all go.

I know that most people that continue to believe work hard to convince themselves that Heaven and Hell are real, so they are motivated by fear of death and fear of eternal torment which makes them continue to deceive themselves.

You may well be not recognising the enormous assurance that religion gives to so many people. When things don't make sense - when dozens of children die in a school because of a drone strike; when refugees travel for thousands of kilometres only to be imprisoned in camps; when the most affluent society in the history of humanity can manufacture so much waste and waste so much food; etc - when these things don't make sense, it's just so peaceful to place your Faith in your Godhead with the sure and certain knowledge that the Godhead knows best. In short, it's an abrogation of responsibility because, whatever flavour and colour of your sky fairy, it has it all under control. Which means you don't have to worry. See? As easy as a lobotomy.

Other than cognitive dissonance, I think indoctrination is the biggest reason. Most religious people were "taught" their beliefs at an early age before they are old enough to critically evaluate what they're told by adults. There's also the fact that religion is so prevalent that for most people it's just easier to go along without really considering it.

It's not weird that you were so curious as a child. Curiosity is the most normal attitude for children. Everything is new and interesting to children, and they want to learn. Sadly many, if not most, kids are discouraged by parents who are uncomfortable with the constant questions or consistently tell them not to worry about it.

I used to get annoyed as hell with my ex-wife for telling my kids, ”It doesn't matter." When they only wanted to know something. Curiosity should be encouraged and rewarded.

This has one of the best explanations I have yet heard for the origin of theistic notions.

I think some people need to have something outside themselves, something bigger than themselves that explains the purpose of why we are here. I think for the most part people that believe in God want to know their purpose. As far as religion goes, to me, that is something that people get involved with either generationally and become sheep and do it because it’s expected. Or they join because they need to belong to something. I personally think that there are more followers than leaders in religion. In general these are people that don’t have a good sense of self, and are looking for answers, that they will probably never find. Just my opinion.

Fear

It's a disease. Hopefully treatable.

I think people have difficulty thinking that at some time in the future they will no longer exist. Religion gives them an option that after death they will still exist and be conscious.

I was very inquisitive when I was younger and my parents didn't like it very much when I used the word WHY connected to any relgious subject.