But that is exactly what this religion - all of them, in fact - is about, isn't it? About belief. Not about facts.
There's no problem with believing things. Where I have a problem is when people's beliefs fly in the face of the facts. Denying evolution, for example, simply because it feels better to believe that you are God's special child is insane.
"A casual stroll through the lunatic asylum shows that faith does not prove anything." - Friedrich Nietzsche