Generally speaking, people believe what they are taught by family and society.
If you are born in Saudi Arabia, it`s most likely you`ll be a muslim, in Irael, a jew.
Nowadays, in our society, we are told of alternatives, which we are free to pick and choose from.
Presumably, in ancient society, there was only one version of `the truth` which all believed in, because they were brought up to believe that way without any alternative.