Given that so many different religions exist, many of which are mutually exclusive, and most claim they contain the truth of reality, the odds aren't in your favor that you picked the right religion. This is based on pure statistical analysis, and that's assuming that one religion we have is actually correct.
True -though God puts all people on the right course in due time.
I like this quote..... Rom 3:4 God forbid: yea,
let God be true, but every man a liar; as it is written, That thou mightest be justified in thy sayings, and mightest overcome when thou art judged.
We, as humans, all begin to exist at a certain point in time -essentially ignorant of all that has happened throughout eternity and of any beings with whom we do not interact -and our awareness and knowledge grow.
(Some might disagree, but we will all agree eventually)
God knows those things, knows us and knows himself.
Time and experience are necessary to learn how to exist together in peace -and to learn about God -a time of ignorance and mistakes.
God chooses to reveal himself at various times and in various ways -and is essentially otherwise unsearchable -except by the things he has made -including us. By such things God can be known somewhat.
Some have known God, but yet have not. Some have had direct contact, but did not truly know the one with whom they had contact.
He explained himself and the situation, but some disagreed, doubted, and rejected him -because they did not yet have proof that he was who he said he was -and that what he was saying was true.
So -even as we exist in ignorance, we learn the things of God by personal experience now -with some recorded/shared history and lessons -and by all collective human experience later.
Then -when all see God, they will have a reference from which to discern that he is God and that what he says is true.
We will all agree on the true religion -which is that which proceeds from God -because all will be aware of it, and it will then be obviously true. There will be no opportunity for doubt.
Fortunately, then all that has been destroyed or damaged can and will be repaired -even our calloused hearts.
Eze 36:26 A new heart also will I give you, and a new spirit will I put within you: and I will take away the stony heart out of your flesh, and I will give you an heart of flesh.
Eze 36:27 And I will put my spirit within you, and cause you to walk in my statutes, and ye shall keep my judgments, and do them.