A bit from William James, concludsing his essay "The Will to Believe":
When I look at the religious question as it really puts itself to concrete men, and when I think of all the possibilities which both practically and theoretically it involves, then this command that we shall put a stopper on our heart, instincts, and courage, and wait-acting of course meanwhile more or less as if religion were not true Since belief is measured by action, he who forbids us to believe religion to be true, necessarily also forbids us to act as we should if we did believe it to be true. The whole defence of religious faith hinges upon action. If the action required or inspired by the religious hypothesis is in no way different from that dictated by the naturalistic hypothesis, then religious faith is a pure superfluity, better pruned away, and controversy about its legitimacy is a piece of idle trifling, unworthy of serious minds. I myself believe, of course, that the religious hypothesis gives to the world an expression which specifically determines our reactions, and makes them in a large part unlike what they might be on a purely naturalistic scheme of belief.] till doomsday, or till such time as our intellect and senses working together may have raked in evidence enough, --this command, I say, seems to me the queerest idol ever manufactured in the philosophic cave. Were we scholastic absolutists, there might be more excuse. If we had an infallible intellect with its objective certitudes, we might feel ourselves disloyal to such a perfect organ of knowledge in not trusting to it exclusively, in not waiting for its releasing word. But if we are empiricists [pragmatists], if we believe that no bell in us tolls to let us know for certain when truth is in our grasp, then it seems a piece of idle fantasticality to preach so solemnly our duty of waiting for the bell. Indeed we may wait if we will, --I hope you do not think that I am denying that, --but if we do so, we do so at our peril as much as if we believed. In either case we act, taking our life in our hands. No one of us ought to issue vetoes to the other, nor should we bandy words of abuse. We ought, on the contrary, delicately and profoundly to respect one another's mental freedom: then only shall we bring about the intellectual republic; then only shall we have that spirit of inner tolerance without which all our outer tolerance is soulless, and which is empiricism's glory; then only shall we live and let live, in speculative as well as in practical things.
The whole lecture, which is well worth reading and thinking-through, is at
http://educ.jmu.edu/~omearawm/ph101willtobelieve.html
James had been arguing against late-19th century thinkers who said, roughly, it is evil to believe in anything we cannot prove.
I think James is saying something like: I choose to believe, choose of mty own free will, and by making that choice I open myself and the world to better actions than if I either choose not to believe or beliebve I have no choice but to out-right disbelieve.
(I suspect that if someone asked James, "Well, who made God?" then James would shrug and say, "I don't know...and there are some things that humans will never know...and why does it matter?")