for some people, the belief in god help them deal with bad things in life. instead of the truth, the prefer to think that bad things happen due to "God's will" and therefore are in some way good for humanity.
also, the fear of insignificance plays a part, humans have large egos and the idea that somebody created this whole massive universe just for them helps them to feel important.
Many people find that their life has a bit more 'purpose', if you will, if they have some type of God to believe in. That being said, it is a personal matter. Some people thrive knowing they have a God to pray to and watch over them, while others may like knowing that they and they alone control their destiny.