Well, God created the World and established Judaism soon after Adam and Eve were cast out of the Garden of Eden. It was appealing because God had a personal relationship with them. He made covenants which stated that He had plans for them. He would protect them if they only followed His laws.
I believe it because they give people a sense of belonging to a certain community. Rather than tied solely to religious aspects, Judaism followers treated each other like they're belonged to a close family (they are taught a similar culture, way of life, way to behave, etc.) This type of sense belonging was really powerful since humans are naturally created to work as a group rather than following individualistic pattern.