If you're going to be content with "nobody could ever prove it wrong", what do you have against mainstream religion?
Fantasy is fantasy. Either it's true to what's really there, or it isn't.
Fantasy is fantasy. Either it's true to what's really there, or it isn't.
That is to say, it just lacks the same "baggage" of the others.
There is a friction to being pushed into believing something else: read up on Plato's 'Allegory of the Cave' for an idea of what I'm talking about.
Your own personal beliefs can become a religion if you start to shape your life around it: that is, you start thinking of, and living by, principles or guidelines that affect your behavior. The stories offer up core ideas or beliefs, but no principles or guidelines to live by.
If you find the story interesting, and don't form rigid guidelines or rules to live by: then perhaps you've just been influenced in a positive way, a way that resonates with you.
The problem with conviction, is when people try to force it onto others. It's something that has to be grown from within.