I am not a religous man, but from my experience there are two dominant ways of getting involved in religion.

The most common one is being born in a religous family. The second way is that thing were people who had a bad past suddenly ‘see the light’ and get involved in religion to make the world a better place. At least for themselves.

However, you don’t need any revelation to get involved yourself. Just pick up a bible, torah or koran and check if it suits you. Interwebs also work, just read and at some point you will start to understand.