Even once a particular religion is chosen, there are frequently so many divisions and contradictory factions that the path to the "right" set of beliefs is a long way from being settled. The majority of these groups have battled murderously with one another in history. It seems like it's a very long and twisted path to stumble across the right set of beliefs: a dangerous path. Although in the Christian Bible the following verse says it is better to believe, further versus reveal that the truth is a little more complicated:
“Whoever believes and is baptized will be saved, but whoever does not believe will be condemned.” -- Jesus' words according to the author of Mark 16:16
So it seems at first, God will punish those who are not lucky enough to be convinced by Christian claims that you have to be baptized. However many people are at first convinced of their new, Christian, religion, only later to realize that some of it doesn't make sense, or, to come to believe some things wrongly within Christianity. So, take note of this verse:
“It is impossible for those who have once been enlightened, who have tasted the heavenly gift, who have shared in the Holy Spirit, who have tasted the goodness of the word of God and the powers of the coming age, if they fall away, to be brought back to repentance, because to their loss they are crucifying the Son of God all over again and subjecting him to public disgrace.” -- Hebrews 6:4-6
What is this saying? If you start out believing the right things and take part in the Christian religion correctly, but then 'fall away', then it is impossible to be brought back into the fold. In other words, once you start believing, you have to avoid heresy and wrong-belief, otherwise you pay for it eternally. Serious stuff indeed. When I read passages like that, I wonder if Christianity is safe at all because how would any convert know if they believed the wrong things, given our reliance on shaky historical translations of the Bible? If you doubt the conclusion that it is better to avoid Christianity altogether than to commit to it, then, read one final verse:
“If they have escaped the corruption of the world by knowing our Lord and Savior Jesus Christ and are again entangled in it and overcome, they are worse off at the end than they were at the beginning. It would have been better for them not to have known the way of righteousness, than to have known it and then to turn their backs on the sacred command that was passed on to them.” -- 2 Peter 2:20-22
It is safer to be ignorant, innocent and doubtful. It is better to admit that you have no idea which concept of God is the right one, and which sets of beliefs are the safest. I personally suspect that as so much 'bad fruit' has come of human religions, that no religion has got the correct set of beliefs. Agnosticism and atheism are safer paths to tread than the dangerous road of theism. If you adhere to the wrong religion or have the wrong beliefs, classical religions have punishments in store just for you. Pascal's Wager turns out to be the wrong way round: For your own good, you better not believe in God because the chances are, you'll believe in the wrong way!