Many years ago, a good friend told me, "I had an experience once, on the basis of which I am sure that either God exists, or I am insane. So I don't really have any problems with that question."
That sounds awfully nice to know -- but I certainly could not say the same myself. My own faith is, I suppose, much more intellectual. If I were cornered and asked to give the one minute explanation of why I am Catholic, I would reply that I am Catholic because although I can readily imagine that Catholicism is not true, the only other alternative I can see would be in agnosticism -- and although I can imagine that God either does not exist or is knowable, to my mind the world simply wouldn't make any sense at that point. Without God, and specifically the God of the historic Christian religion which is Catholicism, the world simply doesn't mean much of anything. We're just a bunch of highly intelligent primates whose pattern discerning urge tends to go into hyperdrive and identify meaning where there isn't any. And I simply can't believe that that's the case.
Thus, my lack of surety that God exists doesn't really bother me. The alternative is a pit of nonsense; a pit without a bottom.
But I'm also the sort of person who thrives on knowledge. Like Kipling's mongoose, "Run and find out," could be my motto.
So while I wouldn't feel like I'd missed out on much by believing in something rather than believing in nothing if I'd been wrong -- the one thing that really bothers me is that if I'd been wrong I'd never know it. If we're wrong for believing that God exists, that souls exist, that an afterlife exists; we won't get some brief instant after death in which we're told, "Ha, you were wrong. The universe makes no sense and you hadn't the wits to realize it!" and have the chance to respond back, "If for two thousand years up to my time, we poor apes imagined something so much better than reality, I'm glad to be wrong."
It seems the idea of being wrong would be more bearable, if it weren't that I'd never know that I'd been wrong.
But then, who ever said faith was easy?