History can be slippery, but it is evidence based. We don't believe in Socrates simply as an act of faith. However, there is very little evidence for the reality of many religious figures. For instance, the only evidence that Jesus Christ existed is stories written long after his reported death. Roman Empire records don't mention him at all. Mohammed, on the other hand, most certainly did exist. There are A LOT of contemporary records, many written by his enemies, proving that. 

That, however, is human religious figures. Of God, or Gods, there is no evidence at all.