Why is religion so confusing???

I really have faith that there is a higher being and a creator! But every religion says that they are the right one. Most just blindly follow the religion their parents have and they are born into.
But is religion a "Club"?? Of some sort
How can we actually know who to follow when they all swear they are the right one???

But this is what i believe if someone has good morals regardless of which religion they follow
They don't go to hell. How can someone who is kind and has good nature be punished ??
The world is has uncertainty for sure and although i lean towards some religions i refuse to believe in the shenanigans that people will go to hell when their is not real proof or evidence which religion is right. It's all hear say for all i know