There are extremely logical explanations... natural explanations, for why things exist. This includes why any specific religion exists. Christianity borrowed from other religions that were around at the time. Christianity changed what it believed over and over through the ages. The books of the bible were edited, included, or thrown out... all to better fit human's imagining of what the religion should be... and of course this continues to this day. There are countless denominations, each with various beliefs. Society creates religions, always.
Meanwhile, on the other side, the supernatural explanations make the least sense. It's not just that they're bad, they're really bad in that they make the most extreme assumptions.
It's all very silly... it makes me sad so many humans are so stupid. Honestly this is how I feel... and I suspect most people say "I believe in God" not because they actually believe. In fact they probably agree with me! It's just that they lack the education to differentiate between saying "I don't believe in God" and "I'm a bad person." To them it's the same, so they don't feel like they have a choice.
And for other reasons... I understand why religion is popular. Heuristics are very efficient. That's what religion is, IMO. They're useful rules that humans have passed down through the ages... the mythology is an artifact of how humans are natural story tellers, and can be ignored, but most of the actual rules (like don't kill) are useful in that they're heuristics...
... so it's not so bad to believe. It just means you're making an efficient decision. You want to spend the least amount of time thinking about it, and have the greatest practical effect on your life. A very reasonable choice. And it's especially reasonable to be religious if your social relationships depend on it. So I get it... your friends and family make it hard to be reasonable and say religion is nonsense.
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Anyway, that's enough ranting for today.
The only editing that happened to the bible were not things that we wanted to think, but it was translations from older languages to newer languages, so everyone could understand. Religion is not so much created by a societal government, but by people who care. I agree with you that denominations are pretty wacky, because we would hope for something more straightforward. I was taught in my Confirmation class that all religious denominations lead to the same place. Jewish, Jehovah's Witness, Catholic, Lutheran, Muslim, Hindu, etc., God recognizes them all the same. You are not a bad person for believing in God; it was probably what your parents taught you, as it is for pretty much everyone. You may not want to believe in God because you fear what he can do, for He has the power of words. My family has brought me up as a believer, but only later in my childhood. I do not think their childhoods were super rich in religion either. I can never believe that religon is nonsense because the Holy Spitit came to me in a dream once. I had not had a great day, and I went to bed feeling discouraged and unhappy. After a while of sleeping, I felt a strong presence in my mind. I could feel like the presence was speaking to me, but I had no idea what He was saying. I know that this had nothing to with anyone in my house, because my family was all asleep when I woke up a few minutes later in the middle of the night, feeling better.
Ok, follow up to infinite regression thing. There are a few arguments, but I suppose they all fall under this simple umbrella... which is that there is no logical sequence that begins with "we can't explain that" and ends with "therefore Christianity."
For example, we can easily imagine a God who created everything, and used up all his power and died. Or the universe itself is supernatural i.e. the universe itself is God. Or God is all powerful and never dying, but God is not interested in humans. There are so many variations, only one of which is specifically Christianity. Unfortunately for Christianity it appears exactly as a man made religion. To be clear, I think spirituality is fine, but the popular religions are very clearly man made.
Ok, so more specifically:
1) The problem of infinite regression applies to God too. For example you can ask where did God come from, and what created him?
2) Time itself is studied in physics. For example it's been proven (over and over) that our intuition is incorrect regarding time. Time flows at different rates in different places. The clocks of satellites have to be adjusted, for example, and they're adjusted exactly as much as physics predicts they'll need to be adjusted (time doesn't flow at the same rate on the surface of earth as it does in orbit)... the same physics says time didn't exist before the big bang, so asking "what came before that" or "what was the cause whose effect was the universe" is a non-question. It's like standing at the north pole and asking which way is north. You can't ask that question at the north-most point, and you can't ask "what came before" when you're at the origin of time. If that's confusing to you (and it should be) it's because your brain evolved to make you good at avoiding predators, not understanding the nature of the universe.
3) If you ignore #2, and say that there must be a supernatural first effect which had no cause, it's special pleading (a logical fallacy) but if we ignore that and say we must have a supernatural first mover then Occam’s razor says it's better you apply it to the universe itself, and not create an additional entity (God) to explain things... and if you do create a God, then the worst possible type is the kind that's infinite in every way (all powerful, all knowing, etc) because that involves the most assumptions.
Christianity did not emerge just because we could not explain the origin of the world. The story of God has been passed down from generation to generation for a long time. Adam and Eve and their children passed down their experience with God. God works with us indirectly now becaus he sees that we cannot handle his direct help. If he spoke to some random person, that guy would suddenly think he was superior, and he would almost consider himself worthy of God. In the beginning, there just was God. The bible wirtten many years ago states that God just existed and created the world, and it is up to us to believe it. Time is a funny thing; I suppose we cannot really say there is a before or a future, because time is always changing to whatever time it is currently. We had to make up numbers for it because we are so organized. Time is all one line, and every point of that line used to be current. God is not simply assumed by people of religion everywhere, he is known to have existed. You may have not even known your great great great grandfather, but you understand that he existed. You came from the ancestors because of the miracle of life. You were conceived when the spermatozoa and the egg came together, with a little bit of help from the Holy Spirit to give you consciousness.