Why do people want or need religion?

Throughout human history, people have always had some form of religion. And there are several types of religions throughout the world. Why do people want or need religion? Is it part of being human?

I can attribute my current religious belief to fear of the unknown. My greatest curiosity is what happened before the Big Bang, and what happens when time/the universe comes to an end. The best thing to do is guess, but that doesn't really satisfy me. I can't grasp the concept of time or space being finite in all directions. Not that Infinity is any easier to understand, but infinity does not bring up the question of "what lies beyond the limits" which I also dread. So my current "Hypothesis for God" is that he is the Prime Cause that kicked off the big bang and the universe, is a force existing outside the limits, is encompassing the finite scope of the cosmos and time, and is indivisible and absolute. Then again he can very well not exist. But I think speculating what is possible is better than knowing nothing.