Why is it that religion is so popular? Such a huge phenomenon deserves an explanation. Not just any explanation, but an argument complex and powerful enough to explain the huge success religion has had in mankind's history. First, let's get aquainted with Memes:

"A meme (pronounced /miːm or mɛm/) consists of any unit of cultural information, such as a practice or idea, that gets transmitted verbally or by repeated action from one mind to another. Examples include thoughts, ideas, theories, practices, habits, songs, dances and moods and terms such as race, culture, and ethnicity. Memes propagate themselves and can move through a "culture" in a manner similar to the behavior of a virus. As a unit of cultural evolution, a meme in some ways resembles a gene. Richard Dawkins, in his book, The Selfish Gene,[1] recounts how and why he coined the term meme to describe how one might extend Darwinian principles to explain the spread of ideas and cultural phenomena. He gave as examples tunes, catch-phrases, beliefs, clothing-fashions, and the technology of building arches."

-Wikipedia

Suppose you learn a yo-yo trick. You think the trick is so cool that you pass it on to your friends. Then they pass it on to their friends, and so on and so on. As it is passed from person to person, it often gets changed, just like a message gets changed when playing a game of "Gossip". The cooler the trick gets, the more it is taught to other people, and so more people begin practicing it. This meme evolves just like a plant or animal through natural selection. 

This, I think, is how religion evolved. It started out simple, by attributing an agency to nature: We saw nature as another sentinent being because our briains had evolved to understand other humans. Ancient People attributed everything in nature to a god. The sun, moon, stars, and seasons were all attributed to intelligent agency. This is how the ideas of religion first spread: It made sense to us.

Other factors, which I am sure appealed to early humans, was the idea that we could get what we wanted by appeasing the gods. This is the same reason that a religion called "Wicca", which is a religion of casting spells and performing magic, is appealing to people today. In Christianity and Islam, there is only one god, and he is appeased through prayer.

Wisdom, such as that in the book of Proverbs, Beautiful music and art, and good moral teachings also helped religion spread. Since these things were good, and they were associated with one particular religion, the religion became appealing because of all the things which went with it.

It is no coincidence that Christianity and Islam conquered the pagan religions of their days. Christianity had wisdom and parables at least as good as the pagans, but employed something that the pagans did not: Heaven and Hell. Christianity had the punishment and reward system to motivate people to join. Thus, it must have been seen as safer to become a christian (to avoid the threat of hell); not to mention the hope of going to heaven. As Philosopher Blaise Pascal put it, it is better to believe than not believe because if you are right you lose nothing and gain everything, but if you are wrong you gain nothing and lose everything. Of course, this assumes that god (if he exists) prefers blind belief over honest skepticism, but that's another discussion.

In short, religion evolved and spread just like all other memes do, and it spread because it appealed to human beings for all of these reasons (and perhaps more). For more information see "The God Delusion" by Richard Dawkins or "Breaking the Spell" by Daniel Dennett.

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