I think that most people have an opinion about the overall nature of the universe and about the role which humanity plays in the universe. (I've met people who don't, but I think they are a small minority.)
What I mean by this is that most people have some sort of answer to questions like
Why is there something rather than nothing?
Why are we here?
What happens to us after we die?
How can we tell right from wrong?
Many people are not confident about their answers to these questions, but they rarely say they have no idea. Instead, they say things like "I would like to think that...." Most people also don't think about these questions very much, at least not after their sophomore year in college. They find a set of answers which satisfy them, and stick with them.
These questions range from metaphysics to ethics, but for most people the answers are tied together. I think the best word for this combination is religion, although it stretches the dictionary definition somewhat. Whether you believe in a traditional religion or not, one of the clear advantages of religious belief is a coherent set of answers to these questions.
I am using the term religion here to include non-traditional beliefs, including beliefs which do not include any sort of traditional god. For example, many people these days profess to hold beliefs like "the universe is over time moving to a more perfect state" and "the right thing to do is to increase the amount of love and happiness in the universe."
I'm not sure whether it is possible to discover the true answers to these questions—to discover a true religion—without at some point relying on faith or some sort of personal mystical insight. I am sure that nobody has yet found a religion which is generally convincing; this is obvious from the wide range of religious faiths which are currently believed.
I think that most people want to have a religion because it gives them a secure place in the universe, and because it gives them guidance for their actions in ambiguous situations. It's easier to live with some sort of explanation, even one that may be incorrect, than it is to live with perpetual ignorance.
Most people get their religion primarily from their parents and secondarily from their culture. It's common for people to let their religion lapse; this means that they no longer follow traditional practices, but they often continue to use the religion as a basis for their beliefs about the universe. Conversion to a different religion is a different matter; while it happens frequently enough that one hears about it, most people don't do it.