Why do people always feel they need to believe in ...?

I am Hindu. The solution is simple. It is not necessary for one to be a follower of any organised church or religion. As a seeker of Truth, you may try to understand Truth, by exploring and studying various theologies and philosophies. But the essence of a religious life does not so much lie in knowing about the religion intellectually but in practising it. If you are convinced about certain religious or spiritual practises, you may start practising and adopting it, regardless of the criticism that it might evoke in your neighbourhood. Ultimately, your search should lead to an awareness of God. That God is name less and He is not partisan to any set of people or a religious group. He is for the entire universe.