The shiver you get when you experience something with strong emotions is called “Frisson”. What Tricks Does Your Mind Play on You? (Ever experience deja vu? See what other tricks your brain is playing on you!)
Education is key, though. If you let humans grow up without knowledge of where the sun goes at night or why earthquakes happen, they'll just invent their own gods to explain it all. That, to me, is one of the strongest arguments against God or gods - they can so easily be created by man.