First, an example from real life. Most bodybuilders know that if you're bench-pressing a lot of weight, and you imagine that someone is grabbing the bar to help you lift it -- it gets easier! It's literally like someone is helping you out. You gain strength!
This is a result of the placebo effect. Humans who believe they're taking a pill that will help their condition, actually do feel better. It's as if they give the fake drug a power that it doesn't really have. People are complete rubes when it comes to the placebo effect. We fall for it all the time.
It's the same with religion. If you believe Jesus is giving you strength, you'll probably feel stronger. But it's all in your mind. It's a human capability, this odd way of obtaining help from nowhere. But it's not real.
God does not exist. And any "help" we receive from "Him" is fake.