Most people believe and practice the religion that they were taught as children. Very often they are not exposed to other religious beliefs, and if they are, the other beliefs are presented as heathenish or pagan (words which now have bad connotations).
Skepticism is discouraged, which is understandable in children who do not have refined and organized thought processes. But what about skeptical adults? One would think that skepticism would be encouraged in order to clarify issues. Moreover one would think that if a certain statement is questioned, it could be explained in a manner an adult can understand without having to resort to the responses given to children. Examples are: "because I said so", "because the Pope says so", "because the Bible says so", "it's a miracle", "you can not know the mind of God", "God works in mysterious ways", "just believe", "believe or you will go to Hell", etc. (Actually, some of these are valid answers to some questions, but are often used in inappropriate situations.)
The truth can not be reasonably denied, so even the most skeptical person must accept a fact that is proven to be true. (I use the word proven not in the mathematical sense of absolute certainty, but rather that of certainty beyond a reasonable doubt.)
Christianity provides a means for people who do not originally believe in God to be accepted "into the fold".
That if you confess with your mouth, "Jesus is Lord," and believe in your heart that God raised him from the dead, you will be saved. (Romans 10:9)
... "Sirs what must I do to be saved?" They replied, "Believe in the Lord Jesus, and you will be saved ..." (Acts 16:30-31)
So it is possible for someone to come to believe in Christianity and be accepted by God.
If the doctrines of Christianity are true, can they be proven so? If so, then even the most skeptical person (who is also acting rationally) must accept them. In other words, it should not be necessary to view the evidence in any special mindset other than that of being reasonable.
It is in this context that one often hears the phrase "leap of faith", where a person reaches a point where he or she just believes. I would be very wary of an unfounded change in my beliefs. (See my thoughts on the proof of God via "personal experiences".) Furthermore, a belief that is adopted without complete logical support leaves much room for error. If I, for example, take an unfounded leap of faith regarding the truth of the Christian God, I create a connection between that which I know to be true and that which could be true. I could have also taken a leap of faith for another religion, and the only difference would have been the size of my jump.
People who have felt what they have interpreted to be a personal experience are incredibly certain in the existence of God because of the personal nature of their own proof. On the other hand, many people have never had a "leap of faith" because they have always believed in God, and feel no need to "prove" something they already know to be true. Both types of people find it very difficult to understand why anyone would require proof for something that (in their view) is utterly obvious.
I think a side effect of believing something and then viewing the evidence is that one is biased toward accepting unsound yet agreeable facts, and rejecting sound but disagreeable facts. Of course, this does vary among individuals, but I believe that the stronger one's belief in something, the more closed-minded one acts toward contrary evidence. Likewise, evidence presented in favor of the belief is viewed as utterly obvious and undeniably true.