Actually, there is very good lines of reasoning that lead to this conclusion. Better than most religions, at least. For a very systematic approach, just read the first part of Spinoza's Ethics. He pretty much mathematically proves the Pantheistic view.

But there is more to it than cold logic. To me, it feels true and clear on a very fundamental level, beyond logic. Of course, I could be wrong, but I could also be wrong in assuming that the world exists, that I can trust my senses, and that I am even conscious.

Actually, I don't think that anyone has ever been convinced of any religious view by logic. Logic is nice to reinforce the view, but it's usually just a matter of being exposed to an idea (I've first read about it in Ethics) and feeling that it is absolutely true.