It might be like that for some faiths... I don't know, I haven't checked them all... but Christianity is on very safe ground.
“The heart is more deceitful than all else and is desperately sick; who can understand it?” -- Jeremiah 17:9If all you're basing your faith on is your own personal feelings, then there's a chance you're fooling yourself.
“He who trusts in his own heart is a fool, but he who walks wisely will be delivered” -- Proverbs 28:26You have to do some amount of thinking.
"Even Satan himself pretends to be an angel of light. So it doesn’t surprise us that Satan’s servants also pretend to be serving God." -- 2 Corinthians 11:14-15
"Dear friends, do not believe every spirit. Test the spirits to see if they belong to God. Many false prophets have gone out into the world." -- 1 John 4:1Some personal religious experiences (warm fuzzy feelings etc.) are possibly coming from the wrong places. They have to be double checked somehow.
"Do not treat prophecies with contempt but test everything; hold on to what is good, reject every kind of evil." -- 1 Thessalonians 5:20I think "test everything; hold on to what is good" is one of the best lines in the Bible when it comes to truth seeking. It's a clear call to make sure you have support for your faith.
"if Christ has not been raised, our preaching is useless and so is your faith." -- 1 Corinthians 15:14Paul sums up the event that's central to Christianity and tells us that without it, our faith is useless. If the resurrection of Jesus was not a real historical event, then Christianity is a waste of time.
That gives us a specific thing to study - something that can take the weight of the rest of the belief system. It's something that really sets Christianity apart from other major religions.
"After his suffering, he presented himself to them and gave many convincing proofs that he was alive." -- Acts 1:2-3Even Jesus was happy to make things very obvious to his followers rather than let them blindly believe. His ministry was very public and he wanted everyone to see what he was doing. He was nothing like some other religious leaders who got their revelations alone while hiding in a forest or a cave. He was out there, in people's faces, showing them who he was and what he was about. If anyone wanted to prove him wrong, they could have done it easily.