welcome to the forum!
first I would like to say that it is not wrong to research other religions. if it were, then anyone with a Seminary degree would be in trouble! Not that I have one, but many of my colleagues and family do.
Secondly, I looked at the link you provided and while it brings a lot of questions up, it doesn't bring any real references to prove any of his points. The references he sites are not "accepted" scientific or anthropological guides. The first book he references, for example, is "The Stairway to Heaven" by Zecharia Sitchin. The series of books written by Sitchin are based on Sitchin's belief that aliens were the original colonizers of earth and that all of our religion comes from worshiping them and the mystique surrounding their origins of a distant planet. Sitchin's theories are questionable at best and are certainly not accepted in the academia world as reputable. Here's one website completely devoted to debunking his work: http://www.sitchiniswrong.com/index.html
"A History of the Devil" was written in response to "God's biography" written by Jack Miles. Neither of which have any basis of facts for their work. In fact all of their works are just opinions based on an atheist's view of religion in history.
I'm not saying that there are no links with modern religion and ancient pagan gods and rituals, because there are. But just because there are links between them doesn't mean that the "inconsistencies" in the bible are lies. Some believe that our celebration of Christmas came from the Roman celebration of the deity Saturn (Saturnalia) but other scholars think there is not a true link between them.
Bottom line is that yes, it is OK to have questions and it is OK to question your faith, but in the end what matters is that you DO have faith. Christianity is based on faith in Jesus Christ as part of the Holy Trinity of God, who left his heavenly throne to come to the earth in the form man, God made flesh in order that we, sinful people can have life WITH God and not separated from him in the eternal flames of Hell.
There are some things in the bible to me which seem inconsistent (in the gospels) and I don't know why they seem inconsistent. but I have faith that my Lord Jesus Christ is the Way, the Truth and the Life and that through Him I will have eternal life with Him in heaven.
I challenge you to continue questioning until you find the RIGHT answers which might not be the answers you are trying to find. Our faith grows by questioning and seeking the truth, but ultimately the truth comes from God, not from books which man write.
Having said that, I offer a book from a man who did what you are doing: he questioned the bible from a Journalist's point of view, trying to debunk Christ and the bible. I suggest you look at your questions from both perspectives in order to get a true education. https://www.amazon.com/Case-Christ-Journ...B007YXWPZE
but in the end, it all comes down to faith. either you have faith in Christ, or you don't. God bless you!