Yes, different religions believe different things. If you are interested in learning about those religions that do believe that we existed before our birth, you should check out lds.org. More specifically, the following link will take you to a story about Abraham talking to God about the creation of the earth and that we were all there when God planned to create the earth. One verse is only the beginning, though to a wide-range of study. But hopefully this is a good starting point to your research.