Of course, many early religions were appalling in what they did, and what they "promised" their worshippers. I remember having a conversation with Greywolf about why a basically good person might worship fundamentally evil gods. "He doesn't believe in this because he wants to. He believes because it's true." In his eyes, anyway. I expect for a lot of followers of cruel gods, it never occurred to them that belief was a choice. They would no more think "we don't have to worship these evil creatures" than we would think "if I jump off this roof, I won't fall to the ground."
And while I don't hold any religious convictions that I'm unhappy about, I do believe in a number of things that I'd just as soon be wrong about. For example, I'd be thrilled if it turned out that taking the profit motive away from pharmaceutical and medical developments didn't impact the rate at which new advances were made. If it happened that universal health care didn't create spiraling medical costs, decrease the overall qality of care, and bring medical technology to a standstill, I would be delighted. Obviously, I don't think that's the case. But I would be more than happy to be wrong about it.
I'm sure it would take decades of American intervention, in troops and dollars, to make a stable democracy out of Iraq. But if it miraculously happened by next summer, hey, I'd drink to being wrong in a heartbeat. If the Patriot Act prevents acts of terrorism without damaging civil liberties, I would take being wrong about it with absolute glee.
I think quite a lot of us believe in "harsh realities" that we don't want to be true. Some people become invested in being right, and they want to be right even if it means suffering and grief results. (Americans who opposed going to war against Iraq, and then rooted for American troops to be slaughtered, spring to mind). But I don't think most people are so enamored of being right that they'd rather get a bad outcome than be wrong.
But now I'm curious: what sorts of things do you hope you're wrong about?