It's been a very long time since I read the trilogy, but I mostly agree with Pechvarry. If it was in fact his immediate conclusion that there was no god, that is odd. However, I think learning this and then developing doubts is completely rational. Sazed was hugely into religious studies and had extensive knowledge on many many religions, but if I recall correctly, he did follow a specific religion? Correct me if I'm wrong. But then he discovers that here is a super-powered entity "ruling" over his world, one that is real and tangible, but it doesn't fit directly with any of the multitude of religions he has studied. I can very much understand a gradual depression forming from this, but probably not something so instant was what the book seems to have portrayed.