This is an interesting question. Many people are firmly convinced that their religious position is, indeed, true. This includes atheistic positions as well. Yet, the question is not with the level of certainty an individual has, but the validity of that certainty. As on writer put it, "faith is only as strong as the object of that faith."
The illustration of ice is mentioned. A traveler from the Arctic regions may visit a warmer climate in winter. While in his home town, they drive cars on the lakes at this point, where he is visiting only seldom as ice thick enough to walk on. Coming upon a lake, he may leap out onto it with all the certainty possible. Yet the object of his faith does not hold up, and he gets very wet and very cold.
Another person from the mild climate may visit an arctic region, and with great timidity, gently step out onto a lake that is covered by two feet of ice. His uncertainty is placed in an object that can well accommodate his act of faith, and he remains dry and on solid "ground".
So, again, faith is only as strong as the object of that faith. As Spurgeon exhorted, "never make a Christ out of your faith." It is not the strength of our faith that saves us, but the truthfulness of salvation that God offers to us through Christ.
So, the real question in this matter is which religious belief is true. All religious beliefs which are false, including atheism, will not support our weight if we put our trust in them. Christianity, however, will indeed support our weight as we put our trust in Jesus, despite the timidity or certainty of our faith.
Christianity alone has overwhelming evidence to support its truthfulness, including hundreds of predictive prophecies fulfilled in Jesus, the inexplicable growth of Christianity in the face of severe and extensive persecution at its very birth, billions of transformed lives, and on and on and on and on... but that's another question.