"Do you believe in Jesus?"
"Do you believe in Jehovah?"
"Do you believe in the Grand Man of the Universe?"
"Are all of these things real to you?"
"Do they exist in the real world, consisting of all possible realms both perceptible and imperceptible to human beings, or did they ever?"
I believe in Jesus the same way I believe in Spider-Man and Darth Vader, and I take issue with certain stories that feature any one of them.
To believe in someone, real or fictional, we simply imagine or perceive some value from them. We like them, or don't like them, but we recognize them when we see them. I believe in my wife because she's an awesome woman who is both tough as nails and gentle as silk. I believe in Jesus because whether or not he ever walked around Judaea 2000 years ago, the archetype of a selfless, egalitarian, reciprocal, charismatic hero is something I really do appreciate.
In reality, I'm not really moved by a cosmic guilt trip, nor do I believe the world was ever a nice place or supposed to be nice. That's what religions like JWs teach: They teach that the world was at one time nice and supposed to be nice, but now it is not by fault of our ancestor. If we submit, the world will get nice again and we'll get to see it. Thus a demand is created for a religious product, and people buy it because positive emotions and fear mongering are powerful motivation.
No matter how you swing it, myth is myth and that's what it's good at.
Oh, and for the same reason, it always bugs me when people say that Jesus referenced Adam and Noah and therefore those were real people... Remember that time Peter Parker had to get the medicine back to Aunt May as she lay dying in a hospital bed and he had to fight off Doc Ock's henchmen? Remember that? Say, I am a real person referencing an old story, therefore it must have happened.