Well, there are two traps here. The first is to say that we can't trust anything, not even what we see with our own eyes, since for all we know we may be living in a fabrication. In that case, you'll probably just die of starvation, since you have no reason to believe that you have a body and need to eat.

The second trap is to say that everything just comes down to which authority you believe, and it's all just a matter of aesthetics, or personal taste, or perhaps you'll just stick with whatever you were indoctrinated with as a child. In that case, it's an arbitrary choice whether you want to be a Christian, a Moonie or a QAnon follower. There's no right or wrong, valid or invalid. The demands of religions seem suspiciously human-orientated from what I've seen: it's far more likely that they are demands from various individuals or groups about how other people should live. I see no sign of any involvement by an "all-knowing, all-powerful creator of the universe".

I'll stick with science, regardless of what Nietzsche may have said, as the only option that makes any sense for flawed human nature. Science can be wrong, but it's based on generally repeatable observations, and is ultimately self-correcting: it's the best we can do to understand the Universe.