Have you ever watched a movie where some people are stuck in a broom closet or a train compartment, and wondered "Gee, I wonder how they managed to fit the camera operator in there with all those people"?
The trick, of course, is that they don't: there's a set with four walls that make the closet, and they remove one of the walls to allow the camera to shoot the scene. Then they can replace that wall and remove a different one, to shoot the scene from another angle.
All of these pieces of film are then edited together so that as you're watching the movie as it cuts back and forth from one shot to the next, you're also seeing scenery and props jumping in and out of existence (with the occasional revealing mistake — glasses inexplicably filling up, cigarettes magically growing longer and shorter, and so forth).
A similar phenomenon goes on in arguments and claims about gods: they may stand up on their own, but put together, they end up being mutually-exclusive. For instance, someone might say that religious morality is better than secular morality because God decides what the rules are, what is right and wrong. Regardless of what you think of this argument, at least it's straightforward and internally consistent. That same person might then claim that God didn't like the idea of Jesus' sacrifice, but a blood sacrifice was necessary to atone for humanity's sins.
But wait a second! Doesn't God make the rules? If so, why didn't he set them up in such a way that humanity's sins could be forgiven without sacrificing his son? Between the two arguments, a stagehand in the theist's mind came in and removed the "God makes the rules" part of the mental scenery, in order to make the "a blood sacrifice was necessary" argument work.
It isn't hard to find similar examples: the Bible is God's word and should be treated as, well, as gospel; except when there are contradictions, in which case mere humans had a lot of editorial control. God can't reveal himself directly, because if we saw him in all his radiant glory, we'd have no choice but to love and obey him, and he doesn't want to violate our free will; except that Adam and Eve (to say nothing of Satan) saw him and had conversations with him, and still managed to disobey him.
If you were raised religious, or have spent any time around religious people, you've probably picked up dozens or hundreds of such tidbits, that can't all be true at the same time. This is perhaps best illustrated by the old observation that if Yahweh really did all the stuff in Genesis, and the gospels are true, and the doctrine of the trinity is true, then God sacrificed himself to himself in order to exploit a loophole in the rules he set up, that would allow him to forgive humans and not send them to the hell that he created, as punishment for being the imperfect beings he created.
Other arguments, like the problem of evil and the Euthyphro dilemma, highlight such inconsisties as well.
But if we're serious about trying to figure out how the world works, we need to look at it from different, sometimes unexpected angles. You wouldn't buy a house after having only seen photographs of it: how would you know the pictures weren't carefully staged to hide the mold in the basement, or the fact that the east wall is missing? You would insist on walking around freely, seeing the property from different angles, peeking underneath cabinets, behind utility panels, and inside crawl spaces.
Science thrives on this sort of investigation. You can start by learning about gravity, which says that all matter attracts each other, note that rocks and water are both matter, and infer the existence of tides. A few years ago, scientists figured out that humans began wearing clothes 170,000 years ago by studying the evolution of body lice.
Of course, science also discards a lot of hypotheses, even cherished ones, like the possibility of faster-than-light travel, or the predictability of Newtonian mechanics. But such is the cost of building a solid edifice of knowledge.
And in the end, a movie set might be gorgeous, and a wonderful place to visit, but I wouldn't want to live in one.