God created us, perfect beings by ourselves alone. But God knew that we had only one thing to prove to him: Endurance and faith, for we, in this perfect state, have nothing to endure, for we were in a perfect place, and we need not faith, for there was nothing to believe in inside this perfect world. So God had told us that we must prove ourselves, to learn and to grow upon this new world he had created. He told us it would be hard and difficult, tough and agonizing for some. some were scared, doubting God's judgement and sometimes even rejecting the concept. God then told us that he would send down one of them, upon volunteering, to take our pain and understand us completely so that that person may help us. Everyone, of course, was silent. They didn't know what to think of this, and most certainly they did not wish to feel pain, especially at that magnitude. But two of the trillions of people gathered there spoke up: the first son and the second son, Lucifer and Jehova. Lucifer stepped up before God and told him and the crowd that he could lead them without the pain, in a carefree world like this and they could possibly still learn the same. Jehova stood up before God and said that he would willingly do as He commanded. God smiled at Jehova, accepting his help in this great test.
Lucifer became enraged with God, turning his back against him and starting to form a rebellion upon him. Lucifer successfully gathered 1/3 of all Heaven against God *in which we don't know how much that is, but it has to be pretty big*. God frowned upon Lucifer with this, casting him out of Heaven with the third of Heaven with him. Lucifer vowed he would destroy God's "test" and gather more people to seige Heaven and take it as his own. Lucifer created sin, temptation, and bad thoughts. God sent down two people from Heaven, known as Adam and Eve.
You should know the rest.
______________________________________________
Simple explanation: We are perfect being when we're born, but temptations and horrible things happening in this world hurt us, give us flaws, and hurt our souls. They uncover our weakness and use it against us. Sins, along with Lucifer's whispering into your ear (temptations, bad thoughts about something or towards others...) are a way of him pulling us towards this cursed land he lives in that is parallel to this earth (which is how he "walks among us") so that he can put you into his miserable and hateful army and seige Heaven to claim as his own. This is why most religions say to resist temptation, because the more unclean you are, the easier you can be caught by Lucifer/Satan. But God has promised us that if we are worthy, if we have kept His commandments, if not fully kept, that we are promised back into the perfect world, our flaws erased, and become those perfect beings once more.
I don't know about you, but some, if not all religions, maybe in different words, believe this. That to me says that we are all connected somehow to this one belief, even when these religions may have been separated thousands of miles and unheard of by each other. There must be some truth to that! How could a man Named Nephi, who lived in North America (as far as I know), know of God and Moses know of God in the same way, when their paths never crossed and their faiths didn't either? It isn't physically possible, and you know what? Both men, not knowing whether or not someone else in the world would believe it or smite them for it, still stuck to it so willingly.
A man named Job (pronounced Jobe) had everything taken away from him when Satan had tested his full power upon him and his family to also test his faith to God. Job was left with Leprosy, a dead family (Wife, children, aunts, Uncles, everyone) a broken house, a broken heart, and even left on the ground to die. And yet, he praised God. How could one man believe in someone he had never seen after all that he's been put through? How could he lay on the ground and praise someone that had let him suffer? (don't worry, Job is offered the highest place in Heaven and riches on earth and stuff) So, there must be something that drives us to believe this. He MUST be there.