Atheists and agnostics denigrate religion by saying that it is based on faith, implying that their own positions are not. But faith doesn’t belong solely to the domain of religion. Atheists have faith that there is no God. Agnostics have faith that God’s existence can never be proven.
Why do different people believe in different concepts of reality? Our faith is not entirely our choice. Many factors affect our beliefs, especially our actions in past lives (our current beliefs are part of our karma) and various influences in this life (our family, friends, school, what we read, and so on).
Lord Krishna says in the Bhagavad-gita that the overriding influence on our faith is the three modes of nature: goodness, passion, and ignorance. For example, good people tend to be favorably disposed toward God. In other words, their connection with the mode of goodness inspires belief in God.
Persons on the Bhakti path nurture their faith in God by keeping company with His devotees, reading scriptures that emphasize devotion to Him, leading pure lives, and so on. From that faith grows spiritual attachment to Krishna and finally pure love for Him, the goal of life.