Maybe I'll draw an analogy - a foundational premise of science is that the past resembles the future. If we determine certain laws of nature based on past experimentation, that's not going to change in the future. Does the scientist, in thinking rationally for himself/herself, need to have an argument for this belief? I don't think so - the scientist can go on analyzing and understanding things scientifically through the scientific worldview without ever needing to construct an argument for this foundational premise. He/she is, however, on the lookout for contradictions - things or events that science can't explain or seem to defy science. I don't think I've described an irrational person here. Of course, if we have a discussion about the enterprise of science and its validity as a whole, then it may come to questioning this premise. But does a scientist in doing science have some kind of burden of proving this premise? I don't think so, just as the Christian in looking at the world through the Christian worldview does not have some kind of burden of proving Christianity.
>I present some of my own thinking below... What you've outlined here is actually firmly in the scope of natural theology, the project of establishing certain theological claims through human reason alone, though not all Christians agree that this project is successful. You may be interested in section 5 of chapter 2 of The Blackwell Companion to Natural Theology that addresses the Gap problem, which is exactly what you've described, the problem of the gap between the conclusion of a cosmological argument, i.e. the existence of an ultimate cause, and the traditional omnipotent/omniscient/omnibenevolent God.
Christians who don't buy natural theology would instead just say that God and His most important properties are self-evident through spiritual experience. (Even Christians who buy it would agree, I think, that this purely rational project doesn't really get you to the fullness of Christianity, and that spiritual experience is key to having the fullest sense of who God is, the presence of Christ here today, our role in the world, etc.)
As to your last point about whether we're being tricked, it is true that we cannot have certainty about these claims. Uncertainty is part of the human condition. But that doesn't prevent us from having knowledge of things. I know that there's a floor beneath me, even though I don't have a certain proof of it (it's not necessarily true - I could be dreaming, there could be an evil demon feeding me false sensory data, etc.)
>But I do get interested whenever religion wants to be an exclusive arbiter of reality and what's right or wrong. And every time, I have found it to fall short of all its claims.
Well, religion being an exclusive arbiter of reality is only something held by a fringe group of religious people I think. Most reasonable religious people will have no problem with mathematical proofs or scientific evidence revealing things about reality. Many religious people will also accept that those of other religions can have knowledge of moral truths. But if you just mean that religion wants to be the ultimate truth, well, yeah, it does.