I don’t believe you can “choose a religion”, per se, merely find a place or a religion that fits your beliefs. I don’t believe you can choose your beliefs. You can research them, and study theories, stories, philosphy, whatever, but at the end of the day, you can’t always help and/or control how and/or what you believe.
I half way agree with that–you don’t generally choose the religion to believe, but find the one that agrees with you.
But you can change your beliefs to some extent–the same way you do for depression, where you change to believe positive rather than negative thoughts. I actually choose to believe in God, rather than just passively believe in Him. Let me explain:
Through my current hellish struggle with benzodiazepine withdrawal, I very much did actually make a decision that, despite the fact that I would have doubts all the time, I would attribute them to what I was going through, and the mental changes there, and choose to believe in God, regardless how I felt in the moment. I used the exact same cognitive behavioral techniques used to fight depression and anxiety, and, frankly, it worked even better for religion (though maybe because I had already had similar beliefs before.)
BTW, that is one of the misconceptions atheists tend to have about theists: that we never doubt. We just don’t make the assumption that our doubts must have a legitimate basis. I personally used a costs benefit analysis, realizing that, well, that if I totally didn’t believe in God, I would lose the strongest reason I had not to commit suicide when things got really tough. That’s why I say I’d be dead if I no longer believe in God.
ETA: That’s why Job is still considered patient. He may have cursed God, but he still stuck it out rather than trying to end it all early, as his wife told him to do.