Ok, the answer to the first part of your question is really simple. You ask why people follow other religions besides yours. Well, ask yourself this question. What is the reason why you personally do not follow any of these other religions. Whatever that reason is, this is also the same reason that people of other faiths have for not following yours. People believe that their religion is the one true way, and their belief is just as strong and unshakeable as yours. You know how strong your own faith is, right, and I'm sure that you couldn't fathom ever being able to change that. Well, neither can people of other religions. If you can be honest with yourself about your reasons for rejecting the multitude of other gods that people worship, then you already know the reasons why others reject yours. Also, imagine how you feel when someone tells you that your beliefs are wrong. It makes you feel horrible, right? That's exactly how they feel when you say that they're wrong. In their mind, just like in yours, their beliefs are the absolute truth. Do you understand?
Now, atheists are a different matter, since they have no belief in any religion or god. Atheists use the same method for determining truth that many of us of all faiths use for various things in daily life. For example, buying a car. This is something that most people of driving age have some experience with. Say you're looking at a used car and the person selling it tells you that it's in great shape, and runs smooth. How do you determine if this is the truth? Most people would test drive it, kick the tires, look under the hood, maybe even have their mechanic look it over. Based on that testing and observation, you could determine it the salesman's statement is truth or not. Most people of all faiths use this same method of observation and testing for various things in their lives, but people that adhere to a religion usually exempt their own beliefs from this process. While they may examine most other things with a critical eye, their religious beliefs are spared this scrutiny.
The difference between theists and atheists is that atheists do not exempt any religious beliefs from critical examination. They read scripture, from the bible or any other religious text, and based on what they know about the world around them decide if it is plausible. Then they look for any evidence that may support the claims that are made. Evidence may include historical writings that are not associated with the holy books involved, archeological evidence from the time period in which the texts in question were written (for example, evidence of a global flood or the hebrew exodus) and even any Information about the authors of the religious text, or the method used to write it (for example, the christian bible was compiled by committee). After weighing any information they have gathered, they attempt to conclude if the holy book they have read contains truth.
Unfortunately, due to the supernatural aspect of most dieties, credible evidence in favor of their existance is lacking. Without such evidence, many have no compelling reason to believe, but are always willing to examine new evidence and revisit their conclusions in the event that new evidence is presented.