The real mindfuck is the possibility that this is an infinite universe, or multiverse and everything imaginable is happening in some far off universe. A world where giant ants eat dirty diapers and poop Honda Civics.
As for organized religion, look at the origins. They were conjured up when nobody really knew what clouds were, or how rain was made. Can't blame them really... if we were all born with no scientific memory and we saw a giant glowing ball of fire that comes and goes everyday we would probably think that was God too, like many did in those days.
If today was square one and there was no religion, I'm certain that atheism or agnosticism would be prevalent. All the wonders of the world aren't mystical magic bullshit, they all have explanations behind them that make logical sense. Sure, we'd still have questions as to the origins of life, but you'd be thrown into an insane asylum for trying to start a religion that says the earth is 10,000 years old that's for damn sure!