Maybe I'm thinking of this from the wrong perspective, but here's how I see it. Consider society's ability to regulate, communicate, comprehend, interact, and coexist during the time religions were created.
At that time, I think people were more impressionable and didn't have the ability to fact check anything. Can't explain something and there's no science in existence to explain it.. must be a miracle, God's will, or because of your faith/lack thereof. It couldn't possibly be chance or the results of circumstance. I'm sure it made it easier to convince folks to follow along like obedient sheep.
There have always been 'pure of heart' people who also enjoy power. What better way than shaming people into submission and proving your power with a fictitious threat of hell. A couple written guides about the right and wrong ways to live as a supplement to the cause. Limited communication prevents anyone from calling bullshit. Next thing you know, there's organized religion.
In this day and age, it's difficult to believe any of it is true. Personally, I feel it's important to be a positive member of society and curb any urges that cause problems for my fellow earth dwellers. That's my guidance system.
When I die, I'll let my body be compost to grow food for the next round. Hopefully memories of my intellect, discussions, and perspective let my soul live on through friends and family. Unfortunately, I don't know anyone to speak as an authority about how daily choices direct what happens when we die.