Tradition?
Culture?
Society you live in?
The thing is many people grow up with a religious parents and as they grow up they've accumulated the same belief thir parents have and that why they have a religion. When they grow up it's up to them to realize what will they do or if they will change religion or believe in nothing. I'm a believer in God not just because I came from a religious family but because I feel that there is something Devine out there that can't comprehend by human understanding.
I'm sure that there are many more reasons why people believe in God.
For many people it's way of life, or very important part of life.
There are many new people joining churches every day.
Why?
Most of them feel ''empty'' from everyday daily routine, work, eat, sleep, and work again.
They feel that life is much more than just to work for money.
Don't forget that religion give us values in our life, absolute, unchangeable values.
In modern society everything is relative and changeable.
People search for something stable and absolute.