The fundamental core of all religions is the premise that there is a higher power that created the universe. While I cannot say with 100% certainty that such an entity does not exist, I can say that it seems highly unlikely.
Basically, you can replace 'god' with any number of other sources (magic, as an example), and it means basically the same thing. This simply begs more questions. Where did god/ magic come from? How does it operate? The same questions you had initially and more. It is an answer to anything and everything if it is true, and therefore answers nothing since it is unverifiable.
Given that we have, as a species, throughout the ages, grasped at the unknown, it seems far more likely that current religions are much the same as the old ones - a way to make sense of things in a world full of unknowns.
Religions have caused wars to rage on from nations to nations. Also Socrates was killed because of the harsh religious laws gave out. Not only that, there have been a few battles for religion. The Crusades is one such example. Gods may give us confidence but religion actually destroys us.
Religion has been responsible for an unbelievable amount of deaths over the years. It has aloso caused pain and suffering for many millions of people. Many children grow up around strong and extreamist views which can damage them mentally and physically. There is also huge oppression against women in a world where equality is encouraged!
Do you mean "wrong" as in "incorrect" or "immoral"? If you mean wrong as in "incorrect", that question may never be answered. We will never be able to 100% prove the truth claims of the major religions. And in the case of the latter, religion is not inherently immoral. Any immoralities associated with religion occur not because the religion demands it, but because people twist it to justify/rationalize their personal biases. Religion is not meant to oppress, it's meant to bind us to an ultimate reality, whatever form it may take.
Everyone has their own opinion - nobody is "wrong", people should respect that, as long as there is peace it doesn't matter if you are religious or not, people saying stuff like that will cause tensions and that's how wars start. If people want to be religious, let them get on with it.
The fact that the bible for example has been so accurate about the things that it recorded in the past and it is so in sync with science in many ways that it would be hard to back up a reasonable argument against it and maybe because there is a true religion out there somewhere.