That a real good question.
I think you can choose to believe something that you previously didn't.
It starts eating away at you, ya know?
Like from birth you didn't know that the earth was spherical, but you believe it now. You didn't know Columbus discovered the New world, but you do now. Then when you went to a higher level of learning it was hard to let go of the fact that columbus discovered the new world. Maybe that's a little different, let's take the ZEUS thing.
If i don't believe in ZEUS now, how could I end up believing in Him?
Well, first someone would have to inform me of his existence, which I might very well reject. Then someone would have to tell me of his powers and what he did, which I would have to take on faith. I might read the Greek and Roman history books to find out more, which I would have to take on faith.
That does sound a little difficult at first, but then I think of how I chose to believe in columbus and it's identical. I cannot prove any history, so I take it all on faith, so it's all a choice. We might find we're wrong, we found that Columbus wasn't the first by a long-shot, ,, but something within drives us to ponder the past, and our very reason for existence.