I don't think most people have what is sometimes called a "religious experience." Even among religious people. But one need not be religious to have such kinds of experiences. See, for example:
http://www.bbc.co.uk/science/horizon/200...rain.shtml
http://www.bbc.co.uk/science/horizon/200...rain.shtml
"A wise man ... proportions his belief to the evidence."
— David Hume, An Enquiry Concerning Human Understanding, Section X, Part I.