I read a book called Why We Believe in God(s): A Concise Guide to the Science of Faith by J. Anderson Thomson Jr. MD and Clare Aukofer (I believe it was Penn Jillette who recommended it). It attempts to explain why humans have a natural susceptibility to believe in the supernatural by describing various behavioral adaptations in our species. It even goes into some of the physiology and brain chemistry involved.
Some of parts I found most interesting were about the evolution of our species and reasons some of the social adaptations were successful. It also includes an explanation for our natural cravings for food high in sugar and fat, which I found interesting. The overly positive reactions in our brain to sugar and fat are leftover adaptations from when these were very difficult to obtain (there were no grocery stores for cavemen apparently).
It also had interesting insights into psychology and several studies of the brain and behavior of young children. There were many less obvious things that were revealed which really got me thinking.
Overall, I found the book pretty interesting. It’s short and definitely worth reading if you have any interest in evolution, psychology, or religion. I’ll close with an interesting quote:
“Children have been described as ‘intuitive theists.’ Children show what is called promiscuous teleology, a basic preference to understand the world in terms of purpose. This contributes to what we now know about children’s belief. Children will spontaneously adopt the concept of God and a created world with no adult intervention. At heart we are all born creationists. Disbelief requires effort.” 
 Thomson, J. Anderson; Aukofer, Clare; Richard Dawkins (2011-06-01). Why We Believe in God(s): A Concise Guide to the Science of Faith (Kindle Locations 766-769). Pitchstone Publishing. Kindle Edition.