It is important to establish that since humanity has a natural desire for God this desire would be expressed collectively as religion. A religion is "a community organized around beliefs related to ultimate reality and the consequent beliefs, practices, principles and codes of behaviour." 

Humanity's yearning for God has been expressed in various religions over the centuries. Since God is at work in everyone's lives, God has expressed truths to those who seek him. Ultimately God has revealed himself to humanity through Jesus. 

We can come to some realisations about God by just thinking about it. This is called natural theology and is part of philosophy. 

God also reveals himself to humanity through different people over the centuries, but ultimately through Jesus his Son. Judaism expresses the revelation and promises of God before Jesus and Christianity lives out the revelation of Jesus.