When talking about the grey area, I think that enviroment is key here which is also why I believe that no religion can be right or wrong relative to others simply because what religion a person decides to ultimately follow depends on where this person is living.
Statistically speaking, a new-born baby in Riyadh, Saudi Arabia will have a massive probability of being a member of the muslim faith. He will learn the Qur'an, his parents will teach him about Islam, he will go to the mosque, and he will follow Islam for the rest of his life. A new-born baby in Italy will probably learn the Bible, etc..
I think the grey area you are talking about is relative to culture and enviroment. However, the philospohical and reasonable acknowledgement that there exists a higher power outside the dimensions of space and time is entirely relative to the individual. While this may have not been the case years ago, as it also may have been relative to culture, the media has dramtically broken down all cultural barriers and now people living in Stockholm and others living in Mexico City have an equal chance of having a belief in a higher power.