@Bhav Said
This is what I believe. Some people cannot understand, or refuse to accept the knowledge about reality, and require a belief system to cope with such issues that they either cannot understand, do not believe, or that they do not agree with.
As a completely rubbish example, most people would agree that murderers are evil disgusting people that deserve to be imprisoned and rot in hell forever. However, under a belief system, I could if I wanted to choose to believe that murderers are angels sent down by god to provide people with a sweet release from existence so that they get to go to heaven faster, as a means of creating a reason for my brain to understand and accept the concept of murder. Similar beliefs to this are also a reason why some people choose to kill others in the name of religion, as we see happening in the world today.
Of course I dont believe this, but I could do if I wanted to, or were brainwashed to, and this to me makes as much sense as believing in anything to do with religion does.
You raise two very significant issues there.
Firstly, about heaven and (far more importantly) hell. We often feel outrage and hatred towards certain members of society, normally people who break taboos and social conventions, even if they didn't actually affect us. We tend to want revenge against them - this is a very deeply-ingrained part of our psychology. Since revenge is unlikely to be exacted against them in real life, we satisfy our hatred by believing that they will ultimately receive extreme punishment in a spiritual (and therefore unverifiable) context: they will go to hell and be tortured, or they will be reincarnated as a snail or something similar.
Secondly, you mentioned that they use religion to cope with things they don't understand or can't accept. It is well-known among sociologists and psychologists that the majority of people who convert to a new belief system (or discard it) do so in times of emotional stress, grief or change. The majority of converts are adolescents, and many of the rest are adults experiencing the loss of a loved one or some other tragedy or crisis. So religion is rarely adopted as a purely rational choice but as an emotive reaction to trauma or disillusionment - it is a psychological coping mechanism.