Which are the arguments to adopt a religion?

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This is a sensitive subject. I can say I don't have any god and I'm curious about the arguments you think in anyone. What are the specificity of each religion? I'm from Romania and most people are Orthodox Christians. I don't say I'm don't believe in God and I'm not an adept of big bang theory. I think there is a combination of more elements. I try to understand my spirit and redifine my faith. Help and I think here is the right place to post that because I saw this forum is visited by many people around the world.