Experience is the only source of knowledge. In the world, religion is the only source where there is no surety, because it is not taught as a science of experience. This should not be. There is always, however, a small group of men who teach religion from experience. They are called mystics, and these mystics in every religion speak the same tongue and teach the same truth.
Man has religion in his soul
In the church, religionists first learn a religion, then begin to practice it; they do not take experience as the basis of their belief. But the mystic starts out in search of truth, experiences it first, and then formulates his creed. The church takes the experience of others; the mystic has his own experience. The church goes from the outside in; the mystic goes from the inside out.
Religion deals with the truths of the metaphysical world just as chemistry and the other natural sciences deal with the truths of the physical world. The book one must read to learn chemistry is the book of nature. The book from which to learn religion is your own mind and heart. The sage is often ignorant of physical science, because he reads the wrong book—the book within; and the scientist is too often ignorant of religion, because he too reads the wrong book—the book without.
All science has its particular methods; so has the science of religion. It has more methods also, because it has more material to work upon. The human mind is not homogeneous like the external world. According to the different nature, there must be different methods. As some special sense predominates in a person—one person will see most, another will hear most—so there is a predominant mental sense; and through this gate must each reach his own mind. Yet through all minds runs a unity, and there is a science which may be applied to all. This science of religion is based on the analysis of the human soul. It has no creed.
No one form of religion will do for all. Each is a pearl on a string. We must be particular above all else to find individuality in each. No man is born to any religion; he has a religion in his own soul. Any system which seeks to destroy individuality is in the long run disastrous. Each life has a current running though it, and this current will eventually take it to God. The end and aim of all religions is to realise God. The greatest of all training is to worship God alone. If each man chose his own ideal and stuck to it, all religious controversy would vanish.
Source:The Complete Works of Swami Vivekananda/Volume 6/Notes Of Class Talks And Lectures/Religion And Science