Subway Station and Beliefs

At the beginning of SunniPath's highly recommended Tahawi course, Shaykh Hamza used this analogy to make us understand the need to understand our beliefs:

"You woke up suddenly in a crowd of people at a subway station (These people were busy entertaining themselves in various activates).

You then notice that an underground train pulls up repeatedly (at random intervals), and station guards select people (seemingly) at random, tie them up, and shove them into the train. The train disappears into a dark tunnel and the people are never seen again.

This happens again and again.

The people's disappearance is strange enough but whats even stranger is that people who are busy entertaining themselves continue to distract themselves with their activities even though they know that they will also be shoved into the train one day.

Any sane human being would want to know:

What brought me here?

Where are all of these people are disappearing to?

What do I do to ensure my safety?"

Subhanllah.