Most of us, especially if we follow the principles of critical thinking, go through life slowly building up a patina of evidence supporting the beliefs that matter to us. Under normal circumstances, the more that our experiences confirm the truth of a proposition, the more confidence we place in it. For a simple, everyday proposition such as "my wife loves me", or "I live in New York City", which is reinforced by countless facts in one's experience, one eventually builds up a certainty so firm that it could only be dislodged by a massive dislocation of reality (brain in vat, malevolent highly-advanced prankster aliens, Cartesian demons, the Matrix, etc).
But what's interesting is that religion does not work this way. Religious beliefs are not developed by a gradual accumulation of more and more facts that support the beliefs in question. Instead, religious converts, especially in evangelical faiths, describe revelatory conversion experiences in which a single burst of emotion convinces them of the truth of a whole raft of complex and highly specific theological propositions: that Christ was the incarnate Son of God who died for our sins and rose from the grave; that Mohammed was God's last and greatest messenger who infallibly recited the words of the perfect Qur'an; that the world is hollow and we're living on the inside; that the world will end on a specific, known date; that all disease and injury can be cured by prayer; that demons are waiting to attack people who handle forbidden objects; and so on. There are even people who claim to use this strategy to learn the truth about complex scientific theories, such as the Christians who claim to know through "discernment" that global warming is not real.
It's only because most people are used to religious beliefs being acquired in this way that they don't see how bizarre this is. In what other area of life does this strategy work as a means of gaining knowledge?
If I'm a student agonizing over an exam, I'll never gain access to answers I didn't already know by working myself into an emotional frenzy, hoping for a breakthrough moment when the truth will be revealed to me. Reality just doesn't work that way. If the problem is in the nature of a mathematical proof, where the correct answer is self-verifying, I may hope for a moment of inspiration, being able to suddenly come up with some new hypothesis to try and see if it pans out. Or I may hope to remember facts I had previously absorbed and then forgotten. But neither of those is the same thing as gaining new knowledge that I didn't know before and couldn't have deduced from other things that I did know.
Millions of religious people claim to be absolutely certain of the beliefs they've acquired in this way, to the point of proclaiming that no possible evidence could convince them otherwise. But this is a false conviction, a hollow confidence. These certainties float like islands in the sky, founded on nothing, based on nothing, completely unconnected to any real-world facts that might justify the conviction of the person who holds them. (The fact that there are so many people holding so many incompatible beliefs with equal certainty is evidence of this, if nothing else is.) In a way, it's a worldview that borders on solipsism - believing that the notions that bubble up into your own head are more reliable than any external indicator in understanding the nature of the world.
Most religions teach that these free-floating certainties, unanchored in the bedrock of the real world, are normal and even praiseworthy things to have. And this is a very dangerous teaching, even when the beliefs themselves are benign - because this method can (and does) justify evil, destructive beliefs just as easily as positive, beneficial ones. Though the method of faith produces good results on occasion, it does so only by happenstance - and when it gives rise to evil beliefs, they propagate through the minds of humanity like a cancer, and tenaciously resist being dislodged.
To avoid the dangers of free-floating certainties, we must adopt means of reasoning that solidly anchor our beliefs to the real world - reasoning that follows the evidence, in other words. By doing this with our epistemology, we avoid picking up potentially self-destructive misconceptions (consider again the Christian who was persuaded by revelation that global warming isn't real). And by doing this with our moral reasoning, we can derive a code of ethics that is grounded in human needs and human concerns, not arbitrary whims or reasonless taboos. Only when we've done both these things can we have a worldview that's truly worth holding, and not one that's just plucked out of thin air.