In this article I show how David Hume's works provide the ingredients for a conception of religiosity understood as a feeling of wonder concerning nature or existence, accompanied by a playful attitude regarding the imaginative shapes that can be given to this emotion. Hume serves as an inspiration rather than an object of study: I respect the spirit and values of his work, while going beyond his own explicit points. My reading accounts for Hume's aversion to traditional religions (‘superstition’), and for his acknowledgement of the universal attraction of the idea of invisible intelligent power and his own fascination with it. I argue first that superstition is a natural reaction to existential uncertainty. Second, I argue that uncertainty fuels activity, creativity and morality, and thus may be left untended. Though it always involves a measure of pain, too, human happiness is found in challenge and activity. Traditional monotheist religions respond to this need by generating experiences of wonder, thus, however, stimulating passive devotion and dogmatism. Opposing this, the suggestion of Hume's works is to respect the mystery of nature rather than shrouding it in unfounded convictions. The fictional character Philo illustrates how the longing for an answer by is itself can already be a profoundly religious feeling. Hume's descriptions of ancient polytheism and Philo show how this can be accompanied by a playful, imaginative interaction with the world.