You will never understand why people believe because it is irrational and often based on ignorance and superstition. It's like asking why children believe in the magical Santa. They were taught that the magical Santa exists and there is superficial evidence that supports this existence in terms of stories, songs, Santa sightings, presents, etc. Once you reach the point of noticing certain things don't add up to reality, there is no turning back. The world and nature can seem very magical to the ignorant and it would be logical to suspect a magical Wizard or Wizards are behind it. It is only when you run across an educated theist that you realize it's not just about ignorance, it's about emotions that lend themselves to irrational thinking, where intellectually the educated theist cannot defend their irrational belief.