My naive questions

[John V]

No, it wouldn't be reasonable at all. There are far too many. There's no way to research every single belief in the world.

So how do you surmount the issue?

Look at the religions that you reasonably can and make a choice.

By analogy, there could be a better spouse for you than the person you're engaged to. You don't need to date every single eligible potential mate in order to make a decision. By that logic you'd never get married.

You don't need to research every single career in the world in order to select one. By that logic you'd never have a career.

There are many choices we make on incomplete information, and as noted they can be decisions which are vital to our happiness. At some point, you just pull the trigger and commit.