what about natural human curiosity about the universe and spirit?
Well, clearly there is a predilection for magical thinking, because here we are, in a world saturated with it.
But SoldierofFortune is broadly correct in that theistic, organized religion as we know it today wouldn't exist were it not passed on from generation to generation - being a believer in Christianity/Islam/Judaism/etc is not the default human state.
Before theism in general and organized forms of theism in particular, people likely had animistic beliefs if they held any religious beliefs at all.
It is very easy to imagine a violent thunderstorm as the sky being angry or sky spirits fighting each other. If you further anthropomorphize these spirits, you could come up with a polytheistic pantheon of gods - each personifying and holding domain over some aspect of nature, like the sea (Poseidon) or lightning (Zeus). In this pantheon, the chief god may become more and more dominant until - viola, something akin to monotheism (Aten worship) or a dualistic scheme with a good god fighting an evil god (Zoroastrianism). From there, it's a hop, skip, and a jump to Abrahamic monotheism and the world we know today.
Sorry, but religion is not some deep insight into the universe. It's just runaway magical thinking that, in the process of being spread generation to generation, has adapted to tickle people's ventral pallidum and to seem profound and noble to get passed along that much more earnestly.