No i do not see how we have any direct choice in our beliefs. However, i do see indirect control over belief. That is, our reason and conscious activity seems to play a substantial role in the formation of belief and even observation.
I'm not so sure that our reason and conscious activity play so much of a substantial role in the formation of belief, but I do sincerely think that we make very real conscious choices about what evidence we will permit our reason and consciousness to entertain when our beliefs are challenged.
Certainly, how we observe things inform our beliefs, so children belief that jumping from heights can be harmful long before they know what gravity is, so in that sense you are probably correct. But when we talk about deeply help religious beliefs, I am confident that we get those "spoon-fed" with our Pablum from early on, usually from those we are programmed to believe and trust out of sheer necessity...and often in the face of what may seem to be contrary evidence even then. (I was taught the basis of the Christian religion as a child, but not by my parents, and thus when I heard it from those I was not programmed to trust, I didn't believe it because it didn't fit the world I found myself in.)
Those "spoon-fed" beliefs can be very tenacious, and if you listen carefully enough to believers, when confronted with evidence that seems to contradict those beliefs, filter out and do not do not consider what might challenge their confidence. It can be quite fascinating to note, for example, in a religious debate about this very topic, what things believers will generally not even respond to, as if they hadn't seen them in their interlocutor's argument.