Believing in a God and following a religion may be related, but they are two very different things. I can understand to a certain extent why someone would choose to believe in a God or in an afterlife, but it is a little bit harder for me to understand why as fantastic and contradictory as religions can be, people choose to believe in sometimes completely irrational things, things that they learned from other people.
The following is a set of questions I'd like to ask religious people. Depending on your beliefs, some of the questions may not apply to you, if this is the case, then just ignore the question.