Instinct. There is a section of the brain which carries an instinctive knowledge of God's existence and a desire to know him. This section is also responsible for our ability to feel compassion. the specifics, on the other hand, must be learned.
I think you adopt religion from your family or not depending on the familie's beliefs!
Some might develop faith even thought their family did not believe in any kind of religion but I think that does not happen that often. I think that it is very often the other way around - the family believes in religion and their kids might decide not to practice their faith!