What do you trust more -- people or things? What is more likely to be telling the truth -- a rock, or someone telling you about the rock -- and which should you trust?
If you trust
people more, religion makes a hell of a lot of sense. Many people who seem to be at the top of social heiarchies (from your parents, to the president, to your priest, to the heads of various churches) tell you that the world works via religion. It explains, in a social way, why things happen -- they happen because something that acts vaguely like a person made things happen that way.
This god-person is something you can talk to and communicate with. It seems like standard social interaction skills work, except this god-person is very perceptive and very powerful -- so just exagerrate how you socially interact with perceptive and powerful people in your life.
Given this approach to reality, not believing in god is stupid. Unless, of course, your social exemplars and parents where athiests.
Now, if you trust
things more than people, you end up going the other way.
When some authority figure tells you about the person-god, you look around for evidence, and you don't see it (outside of social heiarchies, which aren't things, and hence less trustworthy). It seems as if the things of the world can be explained (via science) to a pretty damn high degree of reasonableness.
Religion is, as far as I can tell, the application of our highly specialized inter-personal-skill brain to the unhuman world. If your first instinct is to deal with and explain problems socially, then explaining lightning as the javalins of a god makes perfect sense. And for most of human history, humanity didn't know enough to have decent other explainations for most of your day to day experience.
Trusting things more than people was occasionally a good strategy -- it helps one make a new spear head, for example. On the other hand, if you noticed that a completely different diet than everyone else was tasty and didn't cause immediate harm, you (or your kids) probably still end up dieing of malnutrition if you kept it up. The extremely limited knowledge of "things" meant that almost all of your actions should be guilded by "people" knowledge rather than "things" knowledge.
What seems to be happening is that humanity is learning a heck of a huge amount about "things". There are still huge areas of human experience where we don't know enough about "things" to solve problems (how to raise children, as an example) with good enough success rates -- but the demarcation line is moving.
But we are still the same people as we where 10,000 years ago, with a huge bias towards explaining anything and everything by "people" rules rather than "thing" rules.