Most people do not see their beliefs. Instead, their beliefs tell them what to see. This is the simple difference between clarity and confusion.
As already mentioned, belief rests neither on evidence nor on reason. Then on what does it rely? Why do people believe?
Here are a few considerations:
It's been implanted since birth. Children raised in a religeous family will normally adept the religion of their parents, when these parents actively indoctrinate their children.
It gives the feeling of belonging to a community. We are social creatures that like to be accepted in groups. Belonging to a group feels safe and cosy.
It gives hope and comfort. Many people cannot accept that there would be "nothing" when they die. And also the idea that there is "someone" watching over them gives a comforting feeling.
It gives guidance and meaning. The world is complex and full of incomprehensibilities, and life sometimes seems meaningless and cruel. Many people find that intolerable. "God's plan" or, for example, a socialist Utopia can then provide an answer. Consider also the belief of "coincidence does not exist", "everything happens for a reason", or "this had to be" and the belief in "the law of attraction". Others believe in "Love" or "Destiny". And belief in astrology and divination (Tarot, I Ching, palm reading, and the like) is also of the same ilk.
It gives a sense of superior identity. Think of believing in visiting aliens or angels or adhering to and proclaiming bizarre conspiracy theories. Such people feel "special" or even "chosen".
It gives an explanation for things that are not (yet) understood. Here lies the origin of most of religion. Science has done a great job of giving explanations that now make a lot more sense then the stories of religion.
And fianally: people love to believe! It gives a false feeling of security and peace of mind, while living in a totally insecure and unpredictable world.
Religious faith has a number of main themes, such as belief in an individual soul that survives death, belief that life has some meaning, and belief in a Person or principle that brought about life and the universe. Let's start with the latter.