Throughout history people have believed that there is something they cannot see that has brought them into this world and controls what they do.
Because nobody can see, feel, touch or hear this 'something', people have tried to make up ways of dealing with things they cannot explain. As a result, down the ages, people have invented many supernatural people to explain how their lives change, why they have good luck, why they may have disasters, and where they might go after this life.
The Egyptians, Greeks, Romans and many others had many gods, each one responsible for a particular part of life or death.
The alternative is to think of a single god split up into many parts. Hinduism is like this. Christianity splits God into three.
Another alternative is to think of a god and his messengers, or prophets.
Something deep inside people often tells them there is something 'out there' beyond themselves, and they have faith in it. Faith does not need an explanation. It is simply what you believe to be true.