Ok, here's my A-game. Suppose that God is X (so that I do not refer to just my God, teh christian God, but to all Gods like Buddha or others).
It is true, that most of the people haven't seen God, and some claim that they have, but there's no proof of it. Being that said, without proof, there is no reason for you to believe, is there? Of course, you can call God an excuse to hide our ignorance towards knowing the origins of the universe, of how things were made, and of zillions of other stuuf that we have no clue about. You could just assume that everything appeared through scientific reactions or so on. But, isn't our modern society based in religion? If X does not exist, why believe in it? Do you believe in the Big Bang? Do you believe in aliens? Do you believe in any unknown thing that hasn't been solved by science? Call it faith. Faith has now become our Y.
So, X is God, and Y is Faith. Why would so many people (and we're not talkin about millions here, but billions, more than half of the total population in the world) have Y in X if they have no proof? No argument to say "I believe in X, because...". But still, couldn't a normal person like me and you tell everyone else that you're some sort of X and that they should have Y on you? They'd think you're nuts right? They'd be like "Wtf?". And tehy'd ask for proof. Now here comes the trick.
Obviously, in ancient times, there was no way to actually take a picture or get some proof that shows that someone existed and make it survive until now. But, if there wasn't any proof, why did the 12 Apostles believe in him as the Messiah? (Idk if it's the correct term). Maybe he didn't even exist at all, and it was just a joke from some guy who wanted to be important and wrote the books of the Bible. Maybe 12 guys got together and created this fascinating story right? But, even if that was the case, other people from the same era or even before (prophets and so...) talked about this "Jesus". People, who were mile away from the apparent cities were these miraculous events took place. Who did they find out about it? The news spread right? But, if the news spread, there had to be an actual Jesus.
Maybe he did exist, but he was just an illusionist (we're expanding you're imagination a bit here), and people were amazed. How come an illusionist be predicted hundreds of years ago all throughout the world, when he was nothing but a fake? Illusionist? I don't think so.
Still, it's up to you to believe in X or not. If you have to actually see to believe, then do some research, but do not get into it with a defensive attitude waiting for nothing to surprise you, cuz you'll get nothing from it.