How do religious people deal with the elephant in the room?

The elephant in the room being the fact that it's painfully obvious that people grow up believing in whatever religion their parents brought them up in as children, and they have no idea if their religion is the right religion or not.

So my question is, how do religious people deal with this?
Is it really just a matter of compartmentalising it/ignoring it?
Or is there some other explanation?