I have been an atheist for about a year now and it has taken until till this week to truly understand what a huge false comfort believing in a God provides.
I of course thought it through back then and came to the realisation that we are 'alone' in this world - alone in terms of no supernatural being to look out for us. It took till yesterday, however, to really appreciate what a huge comfort it is that you're giving up in coming to that conclusion.
My mother went in for a full shoulder replacement today and a year ago I would have prayed and truly felt that God would listen to my prayers and look over her, and if something did go wrong, then it was all in his plan. Even if some terrible complication happened and she died as a result, I would have believed she was going to a better place and it was 'her time'. - What a load of drivel, how did I ever think like that???
So yesterday I came up with the following analogy - I'm sure someone somewhere has said it before, but I found it fitting. When you were a child, and you watched a scary movie or you were convinced there was a monster or something bad in your room, I bet you got into bed and didn't feel safe until you had a blanket over you. No matter how small or thin it was you felt safe, you knew it would never protect you if something were to try harm you, but that didn't matter - you felt safe anyway.
Religion is the adults form of a 'comfort blanket'. I think a lot of people shove any seed of doubt they may have into the back of their minds in order to simply feel - 'safe'.