I have watched the first two episodes of Simon Schama's The Story of the Jews on PBS. Completely fascinating. I bought the book, too.
I had no idea that the Exodus story happened around 1245 BCE, so the books of the Torah were set down later than I thought. There is so much to tell in a more than 3,000 year history, obviously, but I'm amazed at how much historians have learned.
I've always found the construction of religion fascinating. This particular story is one that shaped our world. It's also always interesting to learn more about my own ancestors. I find that impulse, the one to organize around an idea of God, fascinating. Independent of belief, it's the action that fascinates me. How we as Jews have survived this long is quite incredible. The story makes you wonder if we weren't in diaspora, would we have survived as long. Has the adversity actually shaped tradition, and made people hold fast to the identity? I can't answer that, of course, but having a link to those traditions, and seeing where they come from, is mighty powerful.
Funnily enough, after drafting this I read this philosophical discussion in the New York Times, titled Is Belief a Jewish Notion?, which explorers some of these ideas. I find it very interesting - the practice and belief vs. the idea and the definition.