People have varying levels of intelligence and competence. The fact that this is so means that most people will stay with the religion of their birth unless that had very little in the way of a supportive social network around it. In the case of the latter these may find a group which they feel to be supportive. All this has very little to do with a search for the truth.
When people ask "Where would we go?" they aren't asking "Where is truth?", but instead they're asking "Where can I find the supportive environment I've come to be accustomed to?"
For these, if you're not a needy sort of person, and you have the ability to tolerate ambiguity and you also have a desire to try to know as much of the truth about the world we've come to find ourselves living in, then the answer is simple - head to your local library and begin to study all manner of history and science. Become a more knowledgeable and competent individual. Deconstruct your own life and experience forensically.
Do you want to know who and what you are?
If you do, you have to persist.
“Keep on asking, and it will be given YOU ; keep on seeking, and YOU will find; keep on knocking, and it will be opened to YOU ." - Mt 7:7