God and Mystery
In a previous post I briefly explained Bernard Lonergan's "transcendental method," the basic pattern of operations through which we come to know. Briefly, these are (1) experiencing data of sense or consciousness, (2) understanding that which we experience, and (3) judging whether or not that which we have understood is real or true. 
What drives this process is a desire to know. When we experience attentively, we seek to understand. When our understanding culminates in the formulation of a concept, we want to know if that which we've conceived is true. We ask questions, and we seek answers. We can't even attempt avoid this without sacrificing our authenticity as human beings.
God as Mystery
We inevitably ask more questions than we can answer, our reach always exceeds our grasp. We can conceive of an unrestricted intelligibility, that which we are ultimately driven to know. So the question of God lies within our horizon.
This is the restlessness in our hearts that St. Augustine spoke of at the beginning of his Confessions, which persists until we find rest in God (1.1.1).
This question creates in us a tension that we often find uncomfortable. Many religious people relieve the tension by telling themselves that they already have the answer. The atheist denies the question by insisting that there is no answer to be found. The agnostic effectively denies the question by denying that the answer ever could be found. When you think about it, these are all essentially the same thing. 
Religious institutions often offer rest by claiming to have the answer. There is no need to seek, they say, the answer is right here, clearly expressed in our sacred texts and "authoritative" teachings. But this is a false comfort. It doesn't eliminate the question, it merely puts it aside. On some level people know this, which is why they become so hysterical when the answer they've accepted is challenged by others. They don't want to think about the truthfulness of the answer, because doing so would risk finding it inadequate, and therefore bringing back the tension from which they thought they had found relief.
The problem is that people confuse that which they "believe" with that which they "know." I've written about this in another previous post, which ended with an acknowledgement that I needed "to return to this topic with a fuller treatment in the future." Which I'm sort of going to do next week, when I explore the concept of "reason."
 There is a fourth operation, by which we make a more-or-less responsible decision, but I haven't really explained this yet, and have sort of conflated it with the third operation, since it is also an act of judging. The third operation is a judgment of fact, the fourth is a judgment of value.
 The comment about "atheists" and "agnostics" pertains not to the self-understanding of those who define themselves by those terms, but reflects a part of my own definition of those terms. Some of those who define themselves at "atheists" might do so because they deny a particular conception of "God" which in fact ought to be rejected.