The reason I am Catholic is that I was born into a particular family, who brought me up a certain way, and now I believe in something called Faith and God. But people born in any other place (India or Iran) believe their religions are true, and their faith in their gods are correct. Where we were born had a drastic influence on our perceptions of things. So how do we know our faith is the one we should be believing?
There are a few approaches to answering this question.
— First, we could do a rational investigation of the facts, and what are called "reasons of credibility". If you look at other religions, and you investigate their teachings and history, you should try to be sensitive to problems of consistency and signs of constructed-ness. E.g. with Islam, there are certain claims made about the Quran—very strong claims. If the Quran is the sort of thing that Islam claims it to be, when you look at the Quran, does the nature of the text correspond credibly with its claims about itself? You can do this not just with Islam but with a variety of religions.
— Second, we should be aware of the different roles that different religions play in different cultures. E.g. most world religions are not centered on claims to truth, but on local cultic ritual practices. A Hindu does not have any interest in propagating his beliefs, because his beliefs aren't really about believing things so much as fulfilling a set of cultic expectations in the context of his community. It's not really true to say that Hindus or Shamanists or Animists or Buddhists have "faith" the way Christians have "faith", because they don't, in general, make the sorts of claims that Christians make in the first place.
— Third, there is the question of the supernatural character of faith. Ultimately, you cannot prove by merely rational means that Christianity is to believed, though you might have good evidence that a variety of non-Christian religions don't meet criteria for credibility. The evidence of Christian faith comes from the illumination of someone who is ready to receive faith. Faith is "blind" but only in terms of our external senses. The deeper you enter into the Christian Faith, the less blind it becomes, because the gift of understanding works in you, and things become intelligible in an extraordinary way. This is not something you can prove or deduce, it's a grace.
— Ok, now about where you're born. It's true that people are educated by their parents and formed by their local culture, but there's a temptation to take that truth to an extreme, and assume that because culture and parents form us and teach us, everything about how we think and see the world is dependent on the contingencies of where we're born, and to which parents. But that's really not true. Parents and culture give a slant to the development of human nature, but nature remains. A sign of this is the striking community of ideas, morals, and philosophical tendencies across all the major world civilizations. These common features of human society aren't just a result of shared influences, they're a result of a common human nature. And so you have to ask, given the common ground between all humans, which cultures and beliefs tend to perfect humanity. Some investigation of the different approaches is beneficial here, but there is a totally unique grace to Christianity, which surpasses the other religions of the world. Basically: it's true that you have prejudices, but not all prejudices are bad.