You're going to think suicide bombing is wrong, even if the Muslim believes it to be right. You're going to be taken aback at some of the actions in the Old Testament. You're going to be disgusted at Hinduism and Buddhisms lack of a response to the 'problem of evil'. You're going to be disappointed at atheism's lack of an answer for everything it seeks to remove but not replace.
With the above don't misunderstand me. All I am saying is that in your search you're going to come across things that don't sound right, that make you feel uneasy, that cause you to wonder, this is good, it means you're asking the right questions. Where the test of truth comes in is how these different belief systems answer your questions... I dare say that only Christianity has the ability to answer, sufficiently, many of the theological and philosophical problems of our day (future and past).
Now you said we don't have to believe in oxygen to breath, it's just there. I'll say the same of God. We don't have to believe He exists, but He does. Let's use that as our first question; how do different religions respond to unbelief in God?
Allah desires his followers to kill you for your unbelief. Hinduism and Buddhism will grant you another life for your actions in this life; another chance at Nirvana, nothing--Hinduism has 330 million gods, but they don't matter much, Buddhism believes in no god(s). Judaism will require you to follow these sets of rules. Christianity will tell you that you have a choice, and that whether or not you believe in God, He gave His Son for us all. Which system best answers the questions?
To quickly add; I can't give you one definitive proof for the existence of God, but I can give you very many different arguments. I believe it's the combined force of these arguments that make belief in God one of the heights of intellectuality. Anything by Alvin Plantiga on the existence (or non-existence) of God would be of interest to you.
Like air, even if you aren't paying attention, God is there.
Now in your search ask yourself why you're looking for the truth? Outside of God's existence there isn't truth, there isn't even wrong. Things just 'are'. Existentially, your actions suggest a God.