I think part of our various belief systems come from primitive needs to explain things. You'd find a partially buried corpse in a state of decay and think something bad had happened, and come up with evil spirits living 'below' who inflict pain and agony. You'd see lightning and think the 'gods' were showing their anger, or notice that things like the sun would rise and fall consistently and think someone smart was behind it all. Over eons, like anything else, gods and demons were consolidated and downsized until you get monotheistic religions with 1 key god and 1 key 'devil', and as customs and beliefs mix, hades splits into heaven and hell, the departed no longer party in a pasture but walk with god in his astral estate, and somewhere somehow someone makes spaghetti fly.
All of our varied belief systems however share 1 key component, without which they fall apart into illogical chaos: Belief. There is no proof Jesus existed. None. Yet 2.2B people believe. I've never ever seen a person with more than 2 arms, yet 1.2B Hindus have a regiment's worth of gods with 4 or more. They "Believe". Some believe that "God" has hand picked his favored, and no matter what they will be 'saved'. Others believe that ones acts and actions in this life determine their place in the next. Some believe in a system of plusses and minuses that determine if one returns as a person or a bug. Again, it's all 'belief'. No one's ever returned with Gods black book. Some claim to have been dropped off by aliens after some heavy drinking and strange probing, but no one believes them.
Some of us believe aliens are the gods our ancestors saw. Some of us believe they are nuts. It's all belief.
Me, I believe there's something out there beyond what I know...but I don't know what it is.