In his Five Stages of Greek Religion, Gilbert Murray has some very sensible and thought-provoking things to say about religion generally. The quote below comes from the 3rd edition, pp. 7-8.
It is obvious indeed that most [religions], if analysed into intellectual beliefs, are false . . . . That, I think, we must be clear about. Yet the fact remains that man must have some relation towards the uncharted, the mysterious, tracts of life which surround him on every side. And for my own part I am content to say that his method must be to a large extent very much what St. Paul calls πίστις or faith: that is, some attitude not of the conscious intellect but of the whole being, using all its powers of sensitiveness, all its feeblest and most inarticulate feelers and tentacles, in the effort somehow to touch by these that which cannot be grasped by the definite senses or analysed by the conscious reason. What we gain is an insecure but a precious possession. We gain no dogma, at least no safe dogma, but we gain much more. We gain something hard to define, which lies at the heart not only of religion, but of art and poetry and all the higher strivings of human emotion. I believe that at times we actually gain practical guidance in some questions where experience and argument fail.
The footnote inserted at this point is also worth quoting:
I suspect that most reforms pass through this stage. A man somehow feels clear that some new course is, for him, right, though he cannot marshal the arguments convincingly in favour of it, and may even admit that the weight of obvious evidence is on the other side. We read of judges in the seventeenth century who believed that witches ought to be burned and that the persons before them were witches, and yet would not burn them — evidently under the influence of vague half-realized feelings. . . . The path to progress is paved with inconsistencies, though it would be an error to imagine that the people who habitually reject any higher promptings that come to them are really any more consistent.
The main text continues:
That is a great work left for religion, but we must always remember two things about it: first, that the liability to error is enormous, indeed almost infinite; and second, that the results of confident error are very terrible. Probably throughout history the worst things ever done in the world on a large scale by decent people have been done in the name of religion, and I do not think that has entirely ceased to be true at the present day. All the Middle Ages held the strange and, to our judgement, the obviously insane belief that the normal result of religious error was eternal punishment. And yet by the crimes to which that false belief led them they almost proved the truth of something very like it. The record of early Christian and medieval persecutions which were the direct result of that one confident religious error comes curiously near to one’s conception of the wickedness of the damned.
I like the paradox of that last bit: the belief that religious error results in damnation is itself a religious error resulting in damnation.
Later in the book (pp. 163-64), Murray revisits the same theme.
I confess it seems strange to me as I write here, to reflect that at this moment many of my friends and most of my fellow creatures are, as far as one can judge, quite confident that they possess supernatural knowledge. As a rule, each individual belongs to some body which has received in writing the results of a divine revelation. I cannot share in any such feeling. The Uncharted surrounds us on every side and we must needs have some relation towards it, a relation which will depend on the general discipline of a man’s mind and the bias of his whole character. As far as knowledge and conscious reason will go, we should follow resolutely their austere guidance. When they cease, as cease they must, we must use as best we can those fainter powers of apprehension and surmise and sensitiveness by which, after all, most high truth has been reached as well as most high art and poetry: careful always really to seek for truth and not for our own emotional satisfaction, careful not to neglect the real needs of men and women through basing our life on dreams; and remembering above all to walk gently in a world where the lights are dim and the very stars wander.