These days most people who follow a religion find it comforting. They take it as reassurance that, as bad as things may be here, a better world awaits. It also tells them that the universe is not just a series of random events but has an overall plan, or at least direction, even if we can't always recognize the plan.
These days most Christians assume they will go to heaven when they die. Studies suggest that most don't even really believe in the devil or in hell. A lot feel assured that they are saved.
While medieval and modern Christian theology are actually not radically different, the way the religion was perceived and the message it conveyed were very different. Medieval religion was not comforting. It was scary.
No one would have tried to comfort someone whose family member had just died by saying they had gone to a "better place." Instead they would offer to arrange for prayers for the soul of the deceased, to see if they could possibly get them out of purgatory, if not indeed hell. The liturgy for the dead wasn't sweet songs about passing over to the "other side." Instead it was the Dies Irae, a poem about the "day of wrath." Judgment was coming, and everyone was in trouble.
No one would have assumed they were saved. Instead they would have assumed they were damned. This was, not surprisingly, very worrying. Religion did not comfort. Rather, it provided tools to use against the horrors that it also provided. But everyone knew how weak these tools were. Demons roamed the world, seeking the destruction of souls, and even the most holy person was never safe.
One had a better shot at salvation if one were a member of the organized church, as a priest, monk, or nun. Medieval churches are still thick across Europe, many with very tiny congregations, if any. But didn't they have a big medieval congregation? you ask. No, not really. The churches might minister to the locals, but for an awful lot of them, they primarily served the body of monks or nuns or canons who lived there and spent much of their day in liturgy and prayer. A much larger proportion of the population went into the church than is the case today.
Families who sent their sons (or to a lesser extent daughters) into the church weren't trying to get rid of excess mouths. They were hoping to have an insider praying for them. And a lot of people in the church had "converted" (as it was called) to the religious life by their own decision, often against parental wishes.
Protestants tend to think of Jesus as their savior. Medieval Christians of course assumed that Christ dying on the cross gave them at least a shot at avoiding hell, but they held Him in too much awe to get "personal" about it. Rather they turned to the saints, who might help them avoid hell, even though they all knew they deserved it.
Note that all these concerns were concerns of the well educated. It was the uneducated peasant or urban worker who was likely to tell you they didn't believe in religion. Marx in the nineteenth century called religion the "opiate of the masses," but he was definitely not talking about medieval religion.