why do you follow religion A? accident of birth: you were born in a country where most people follow A. and so, you are taught and are 'sure' that A is true.
if you were born in country B, you'd be 'sure' that B's religion is true and factual.
I wish I had mod points to use here. I had this same realization many years ago, and soon after I abandoned my religion of birth (Christiantiy) and decided to pursue science. Unfortunately this argument doesn't work well on most religious people since they can come up with a handful of names that converted to their religion, which they use to argue that a truly enlightened person will find his way to the "correct" religion. Of course, they never mention anyone who converts in the other direction...
Neutrinos are into physicists.