Religion gives people a purpose. It connects us to something larger than our own lives. It is true that some people are more devoted in certain ways than others. Religion gives us a connection. People need religion for more than spiritual guidance. It helps people get together and support one another. It provides rituals for celebration and tough times. It is part of the human experience.
The functionalist theory of religion elucidated by rrteacher is a compelling response to this question, in my view, especially considering the considerable variety of world religions, past and present.
Believers of one religion, along with non-believers, often have a hard time relating to the actual views and matters of faith expressed in other religions. The beliefs of one faith can seem quite odd to people of another faith.
However, the will to believe is relatable across religions, despite the truly amazing things that many religions hold as central tenets of the faith when viewed from outside of the religion, so to speak.
What can explain to the outsider or non-believer the mental mechanisms that underpin a "foreign" faith? I think the functionalist theory provides a rather compelling explanation.
Some sociologists have argued that religion exists (or persists) because it serves important roles within society. According to this interpretation, known as a functionalist theory of religion, religion is important because it helps provide shared systems of values and support for hierarchical structures of leadership. Others point to the psychological value of religious belief, noting that for many people, it provides meaning and order to the world. Still others might point out (in a semi-functionalist way) that for all the ill that has been done under the name of religion, that much good has been done too. Religion has been at the heart of many reform movements and motivates many people to perform acts of charity. All of this is quite apart from religious belief as an end in itself.
This is a little hard to say. If you are a believer, religion is necessary because God made us and we should try to have a relationship with God and we should try to know what he wants as much as possible. Religion allows us to do these things. It impacts us in this life, but particularly in the next because we will be rewarded for our behavior.
But of course a non-believer will explain things differently. They would talk about this in terms of humans' need to believe in their own importance.