Religion: WHICH ONE IS TRUE?

I have observed that people of different religions are convinced that theirs is the one true religion. Christians believe Christianity is the true way, Hindus believe Hinduism is the way, Muslims believe Islam is the way, etc etc. How is it that one "gets" a religion? Excluding converting, isn't the fact that one is BORN into a family of a particular religion determine that persons religion? So if you are born into a Christian family, you are Christian and if you are born into a Muslim family then you are Muslim. You will grow up being taught and perhaps believing that Christianity is the one True way to God and all others aren't really the true way. But then, what if you would have been born, lets say, a Muslim. So then, you would be following the "not really true way". But you wouldn't think of it that way because you would be Muslim, which you would be convinced is the true way. My point is, religion is arbitrary. You were born into it. You could just as easily been born someone else. Then you would belong to a religion that you in your present life are told is not right. Think about that.