First of all, they aren't necessarily idiots. Some of the smartest people on the planet have been religious (and Obama w00t).
Also, they believe in God because they need an explanation for the world. Back in 4000 BCE, people looked up, and wondered, "Why does the Sun come out? Why are there stars? Why are humans on this planet?" They didn't think it was possible for all of this to occur naturally, so they thought there must be some higher being. Why they still believe this, however, is beyond me.
Now despite all the evidence that the Bible is a load of Bi-Bull, don't go spouting off this in public, or you might find the police knocking on your door, reading you your Miranda's.