Why should we follow religions if we do not know the beginning or the end, and lack knowledge of God or Atman?

According to Osho, you need not "follow" any religion or believe in God or Atman. Religion means becoming conscious of your living connection with existence, so the inner restlessness ends and you feel at home in the universe. Sages can only awaken this thirst; being yourself and finding your roots transforms the world from mere house into home.