Some religions have attempted to address the lack of objectivity in various ways. In some religions it's the existence of scripture, a "holy" book which they promote as "The Word of God", the standard against which all opinions and subjective experience is supposedly measured. Others invest a "prophet", or other "holy" or "enlightened" individual with the responsibility for determining what Truth is. I'm sure that it's obvious that this isn't a solution at all. The faithful are expected to...well...have faith that the prophets, despite a lack of any objective corroborating evidence, really are getting the straight scoop from the top of the celestial food chain, and not just making it all up. Religions that rely on some version of scripture just shove it all back a few hundred or a few thousand years. They have faith that their books were written by prophets "back in the old days" who, despite a lack of any objective corroborating evidence, got the straight scoop from the top of the celestial food chain, and wrote it all down. And now, since it is written, that makes it Truth.
What I find interesting is that the two largest religions based on books, Christianity and Islam, took a while to get their books together. (Of course the Jewish scriptures predated them both, with the Christians claiming them as their own) Neither faith had a book in their early years. Muhammed, the founder of Islam, never wrote down any of his "revelations". After his death his successors supposedly gathered the sayings that his followers had written down or remembered, and collected them into what became known as The Quran. Even then there were multiple versions in circulation. One of the early Caliphs solved that problem by rounding up and burning all the unofficial versions. The reason that this was relatively successful was that in the early Muslim decades there was a united political and religious establishment that could make decisions affecting all Islam, and enforce them, unlike the fragmented political and religious situation of early Christianity. Today, religious Muslims assume, even though there's no evidence to support it, that Muhammed received his revelations from God (or through an angel), and further that everyone who provided their memory of what he said did so accurately. Even though there's a supposedly infallible written record, there's no shortage of disagreement among Muslims about the Quran's application.
Christianity also didn't have anything written down for almost a generation after Jesus lived and preached. His teachings and the stories about his life were passed down by word of mouth in the various Christian communities until they started to be written down 20-60 years later. The gospels that we have today were all written anonymously, but claim to have been put together from eyewitnesses. The man we know as The Apostle Paul wrote his letters from a different point of view - he very specifically didn't seek out those from Jesus' inner circle, even though they were presumably still alive, but claimed to get his information straight from God himself. Unlike the Muslims centuries later, the early Christians did not at first have a centralized source of authority. Competing views of what Jesus taught and what he did in his brief career circulated widely. Even when one group came out on top and many gospels and epistles were eliminated from the list of acceptable scriptures, they apparently didn't prune far enough, leaving many contradictions and inconsistencies.
It's unclear whether Paul or the authors of the Gospels thought that what they were writing was inspired by God, but whoever wrote II Timothy (most biblical scholars agree that it wasn't Paul) apparently thought so, writing in II Timothy 3:16 that "all scripture is given by inspiration of God". The founders of the Protestant Reformation thought so as well, as do their modern day spiritual heirs. In theory they rejected the Catholic apostolic succession doctrine that claimed that there was an unbroken chain of bishops from original apostles to the present day who are uniquely qualified to interpret scripture. In theory they believe that the meaning of the Bible is self evident and doesn't require interpretation, yet there is no shortage of competing interpretations. What many "scripture alone" Christians don't realize is that in the early days of Christianity there was no scripture, and when various competing gospels and epistles began to proliferate, often pseudonymously claiming apostolic authorship, somebody had to decide what was "scripture" and what wasn't. The Bible we have today is a result of somebody making that decision 2000 years ago.
People who look to a book as their standard often look askance at those who don't, believing that those outside their circle have no standard for morality or Truth. They accuse disbelievers in their book or "making up their own morality". An honest conversation with just about any believer will reveal that, even though they have a written template for living, they have their own view of how their god operates and how that god expects people to conduct themselves that often is at odds with what's in their holy book. What the afterlife looks like is particularly subject to personal opinion. The Bible, as well as mainstream Christian doctrine, indicates that a believer is either ushered into God's presence upon death or "sleeps" until the end time resurrection. There is no "official" description of what that actually looks like, although just about everyone has mental images about heaven, including loved ones "looking down on them", not to mention the popular imagery of harps and angelic wings. Many believers also have ideas about God doing things for them that aren't guaranteed in any book of the Bible, and "know" that God, angels, saints, or departed family have miraculously intervened in some way.
It's all subjective.
Everyone, other than those who completely reject all aspects of the supernatural, seems to have an idea of what the supernatural realm is like and how it functions. An idea that cannot be demonstrated objectively. Even those who have a book are ultimately relying on someone else's subjective experience.
The supernatural world cannot be objectively confirmed to exist. If believing in it helps you sleep at night, please continue to do so.
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