The essence of any religion lies solely in the answer to the question: why do I exist, and what is my relationship to the infinite universe that surrounds me? It is impossible for there to be a person with no religion (i.e. without any kind of relationship to the world) as it is for there to be a person without a heart. He may not know that he has a religion, just as a person may not know that he has a heart, but it is no more possible for a person to exist without a religion than without a heart.
