Most people have belief in belief (as opposed to belief in deities) according to Daniel Dennett (one of the four atheist horsemen of the Apocalypse).
The reason people believe is hardwired into our genes. It comes about as a result of our ability to imagine the future, coupled with something referred to as HAAD (hyper acute agency detection). HAAD is just a fancy way of saying that human survival was, at one time, dependent on folks jumping when they saw shadows they thought might be predators, even when they were just shadows. There's some really interesting work being done in the field of evolutionary psychology on this subject.
Enjoy.