Error: Theism may stem from refusal to even look at the facts
Depression: For example, the death of a loved one, sometimes at the hands of an illness that could have been cured by Stem cell research, can make a person feel terribly depressed. The person knows that the logical thing to do when one is depressed is to try to cheer oneself up. An obvious way of doing so is to try and feel loved, and if someone goes to church, most will feel loved by God (except gay people and any other group God hates in the Bible) God doesn't exist but people still imagine they're loved.
Childhood Indoctrination : This is probably the biggest cause of all. At a young age, parents and religious leaders push their bullshit into the gullible, untainted minds of innocent children. It's practically child abuse.