Doubt is like preventative medicine for your mind. If you look at the world with a healthy dose of doubt, it can keep you from acting rashly and protect you from being deceived or manipulated. It can keep you from coming down with a bad case of false beliefs (symptoms include coughing up nonsense and probably constipation).
Like lots of things, doubt can be harmful when you take it to an extreme. If you doubt something in the face of obvious overwhelming evidence that points to some logical fact, then you are likely just being a stubborn ass.
But when it comes to making decisions about things that have not been proven or issues that are legitimately debatable, doubt is awesome. It encourages you to ask questions, to think critically, and to learn new things. Doubt can be useful in lots of situations, but one of the most important times to pay attention to doubt is when you're making judgments about religion.
There are bajillions of religious beliefs out there, and most of them contradict one another. Based on their own doctrines, it is logically impossible for all, or perhaps even more than one (depending on the religion), to be true at the same time. Religions know this. That's part of why most of them claim to be the one true religion. Since there are so many possibilities, including the possibility that no religion is true, and since a lot of religions make supernatural claims, it makes sense to approach religious beliefs with doubt and ask lots of questions in order to objectively find out where the truth is or isn't…right?
What's really weird is that religions don't want you to doubt, and they only want you to ask certain kinds of questions. They want you to have faith, and they say that having faith—believing in spite of any doubts you may have—is the primary way you can really discover religious truths. You take a leap of faith by praying or going to church or whatever, and if the religion feels right and you feel compelled to believe, then it must be true. So they say.
Here's the thing—having faith and disregarding doubt is just not a reliable way of learning the truth. This is obvious because people who have relied on faith to find answers about religion have all ended up with different conclusions. That's why there are bajillions of religions. Just because something feels right and makes you happy does not mean that it is good for you, and it certainly does not give you knowledge. I might feel like Twinkies are good for me. I took a leap of faith, tried them out, and I like them. They make me very happy. But that does not mean I know Twinkies are good for me—it would be stupid of me to say so when there is ample reason to believe otherwise (like blood clots). And of course it turns out that Twinkies are really terrible for you, no matter how good you feel when you eat them. :(
The fact that religions tell you not to have doubts and that they depend so much on unreliable means of obtaining "knowledge" gives you good reason to doubt everything they tell you. The truth is that they want you to stop thinking long enough for you to rely on your unreliable feelings. And they want you to stop doubting, because when you start thinking again, they want to make sure that you're only thinking what they tell you to think. They talk about doubt like it's something bad, something to be resolved, or something weak.
In reality, doubt is your friend. Doubt helps you make educated well-thought out decisions. Doubt is a cure for irrational thinking. It gives room for debate and learning. It is where real knowledge starts. As soon as you stop doubting and asking objective questions about religion, you put your mind at serious risk. Next thing you know, you've got Mormon fever.