How did you come to live the religion you chose?

I chose Christianity because Jesus is the way the truth and the light. Because I've felt his presence and would choose to live a fulfilled life on earth and eternal bliss in Heaven. I believe there are only two choices...Heaven or Hell, no matter how you wanna look at it or put it. I'm curious to know what convinced any other person to live another religion whether it be mormons, atheists, catholics, buddhists, ETC. Why would you think your religion is the correct one, and especially for atheists, where's the harm in actually believing there is a God. Is not not better to think there is a great afterlife awaiting us than to think there's nothing???