It is important to note that religion is not synonymous with "belief in god". yes, this is the dominant form of religion in our part of the world, and, in a sense, currently in the world as a whole.
Monotheism is a rather new development in the history of religious ideas, if a very successful one. Perhaps the first monotheistic work we have today is what is referred to as Deutero-Isaiah (in our Bibles, Isaiah chapters 40-55), and which was probably written around 545BC. It borrowed heavily from Zoroastrianism, the dominant Persian religion which can be credited with inventing a lot of what we consider crucial in western religions today. Through the victory of Christianity in the west, and later Islam in many parts of the world, monotheism has come to be the dominant religion today in sheer numbers.
Still, the third-largest religion in the world, Buddhism, is not at all monotheistic, and not even theistic. Many Buddhists are atheists, and it's even possible to be a naturalist and subscribe to Buddhism. Other large systems of belief, like Confucianism and Taoism, are not theistic either. Hindusism, the world's 4th largest religion (or, set of religions) has elements ranging from monotheism to animism in a synchretism of ideas.
Given these facts, it is pretty obvious there is no innate power in humans to have "a belief in God". Monotheism is a social structure that has proven succesful in converting people to its point of view. There is no structural difference between the minds or brains of people in the far east, who tend to not be monotheists (with many exceptions, of course) and people in the west, who often are.
There are many theories about the origin of religion, and I don't intend to go into them here. If we define religion as beliefs and activities related to relationships with culturally postulated superhuman agents (e.g. gods), we can conclude that homo sapiens has, as far as we know, always been religious. It is very difficult to define exactly what religion is. At the core of many seems to be a distinction between two spheres of the world: the profane (normal) and the sacred (holy). Religion is the area of the sacred. In pursuing contact with the sacred, people have devised a practically endless set of beliefs, rules and rituals.
Why? I tend to go with those who believe that religious thought is not significantly important from other types of thought. It is the nature of humans to try to understand and explain the world. That included phenomena of nature -- weather, seasons, animals, plants -- as well as a desire to know how everything originated: where are we from, why are we here. Primitive humans were in no conditiion to actually find a naturalistic explanation for all this. Primitive hunter-gather societies (which included all humans up to less than 10,000 years ago!) lived a desperate life on the edge of disaster. This is also true, perhaps more so, of agricultural societies.
The societies had developed structures and practices that kept tham alive. This included careful monitoring of the environment to find out what could be eaten, what could be cultivated, when to saw and when to harvest. Strict social discipline was necessary for the community to survive. As the practices passed from parent to child over generations was adhered to strictly to ensure survival, so was the beliefs about why the order of things were as they were. One can easily imagine charismatic leaders coming up with explanations we would today find fanciful, but that were taken deeply seriously by his (and it would mostly have been a he!) listeners, serious enough to start passing on the stories to their children.
It is not surprising that some of these thought structures, that we would recognize as religious, would be rather self-serving. As much as a strong man wanted to explain why the sun set and rose, and why to sow at a particular time, he might have felt the need to explain why he and his group were in charge, and had a particular authority within the group. Postulated supernatural beings, which may or may not have been ancestors, were proclaimed to have a special relationship to the rulers.
Shake and stir, add millennia, and you would have something resembling very strongly held religious beliefs and rituals that nobody could actually understand, except by referring to tradition ("we always did it like that").
Frequently, groups with different beliefs and practices were in contact. Sometimes one belief defeated another through raw force, other times people were convinced of the truth of a competing group's belief systems through peaceful means. As time went, those belief systems that enabled their followers to build strong states and vigurously defending their beliefs and overpower competitors would have been favoured by a "survival of the fittest" of ideas.
The religious idea of God has proven very successful in bulding powerful societies around it, legitimating a strong state - often a king ruling by God's favour - and that is as I see it the primary reason so many people today believe in God. We are all predisposed to believe whatever our parents taught us, without much questioning, and this gives religion a very powerful instrument for being propagated in the sea of human ideas, even long after the idea has outlived its practical usefulness, and long after the basic premises of the ideas has for all intents and purposes been proven wrong.
