Well, the Catholic Church is obviously right, so the question is moot
+1
So, why do people have faith in one thing instead of another? Like, why have faith in your particular christian sect, instead of another christian sect? or instead of Islam?
Eh. It's the wrong question to ask, I think. I don't put my faith in the Reformed Church, I put my faith in Christ. It just happens that the Reformed church takes an interpretation of the Bible that I most agree with.
There's nothing inherently wrong with interpreting the book differently - attending a different church does not make you any less Christian than anyone else. I would have no problem attending a Baptist church or Presbyterian or whatever for worship. (Though I would prefer to go my own church).
Personally, I'd draw the line at stuff like Mormonism, where an entirely new book and doctrine has been tied on. It's technically still Christianity, but it's different enough that I don't consider it to be "my" religion.
Islam is slightly different. I guess it falls into the same category as Judaism. Nominally, those religions are worshipping the same god, but they're missing the somewhat important bit about Christ Jesus being the Son of God. I mean, it's not like Christians are named after him by coincidence.
I'll also clarify that I have no problem with attending a Mormon church, or Jewish synagogue, or Muslim... thingy. I just won't consider it to be a worship service directed to my God. I also don't have a problem with taking part in any feasts or rituals of other religions as long as I make sure they know I'm a filthy heathen and am not actually worshipping their deity.