Perhaps you were raised Christian, but are starting to doubt the truth of what you've been taught to believe. If you're honest enough to admit that to yourself, you've already gone farther than many of your coreligionists. Still, Christianity might be true, and if you reject it and you're wrong, endless torment awaits in hell after you die. Better to play it safe and remain a believer, just in case.
This line of reasoning is known as Pascal's wager, named after French mathematician Blaise Pascal (1623–1662), who apparently was the first person of any prominence to write it down. I suspect that it is actually nearly as old as Christianity itself, as thoughts along the lines of Pascal's wager are inevitable in anyone who has been exposed to the idea of hell as a punishment for nonbelief. Indeed, many wavering Christians, most of whom would not know Pascal from a pastel, remain at least nominally in the fold due to the threat of hell. In high school, a friend once told me that although he did not believe in God, he considered himself a Christian and continued to go to church as "fire insurance".
Viewed from the outside, Pascal's wager is absurd. Christians seem to lose little sleep over whether they are in danger of ending up in hell for their unbelief in Islam, or over whether they will be reincarnated as something undesireable for their unbelief in Hinduism or Buddhism. Furthermore, as an atheist, I cannot will myself to believe in God. I could attend a Christian church, go through the motions, and profess belief, but an omniscient God would not be fooled. Would he not prefer honest disbelief to disingenuous bet-hedging? At any rate, why should we accept the idea that God regards belief as paramount? Is he a megalomaniac? Perhaps there is a God, but he only rewards those who have the intellectual courage to be atheists, given the paucity of evidence.
Pascal's wager is nevertheless effective because it is usually viewed from the inside, not the outside. Most people are indoctrinated into religion as children, and thus they are believers by the time they are old enough to subject their faith to critical examination. When doubts start to surface, believers do not immediately abandon their religion; rather, they enter the vast continuum that exists between complete belief and complete nonbelief. It is in this region that Pascal's wager is effective. If the concept of hell seems at least plausible, then the threat of hell can be truly terrifying.
Some Christian clergy may protest that they would never stoop so low as to maintain their congregations through the threat of hell, or any other threat. Some do not even believe in a literal hell, while others do believe but never bring it up. It makes very little difference. Anyone growing up in the United States (or any country where Christianity or Islam is common) cannot reasonably be expected to be sheltered from the idea of hell. If he/she does not learn of it from church, it might instead be from family, friends, media, literature, etc. Richard Dawkins coined the term "meme" to refer to an idea that is prevalent in a society and spreads from person to person like a virus. The meme of hell is simply unavoidable. Some clergy may be loathe to admit it, but that meme does much of their dirty work. Without it, their congregations would be much smaller.
Ultimately, Pascal's wager is an example of the logical fallacy known as argumentum ad baculum (argument with a cudgel) in that it is not a logical argument at all, but rather a threat masquerading as one. Raise your consciousness to what hell really is -- a morally bankrupt attempt to intimidate into submission.