Consider this argument. If naturalism is true, then we are the products of some entirely natural, unintelligent process that produced all of our features, not just physical but also mental. Our thought processes are thus a result of the operation of natural selection that slowly and gradually weeded out the less fit among our ancestors. Those with better adaptive abilities survived and reproduced, while the ones with lesser abilities did not.
The problem is that the traits necessary to survive and reproduce (which are the traits favored by natural selection) have no obvious connection to the traits necessary to produce true beliefs about the universe. It's easy to see how natural selection would favor members of a given species who are highly skilled in hunting or cultivating food supplies, or who have a high sperm count. But there is no reason at all to believe that skills in things like logic or advanced metaphysics should be thus favored. Natural selection is a blind process as Richard Dawkins likes to remind us. As a law it simply states that organisms more fit for survival will survive and pass their genes on to their offspring, while the ones that are less fit will die off.
But in that case, if naturalism is true then we have no reason to believe that our mental faculties are reliable at producing true beliefs. But our belief in naturalism (for those who believe in naturalism) has been produced by these same faculties, the reliability of which is unknown to us. As philosopher Alvin Plantinga puts it:
even if we thought it likely, on balance, that evolution would select for reliable cognitive faculties, this would be so only for cognitive mechanisms producing beliefs relevant to survival and reproduction. It would not hold, for example, for the mechanisms producing the beliefs involved in a logic or mathematics or set theory course. . . . It is only the occasional assistant professor of logic who needs to know even that first-order logic is complete in order to survive and reproduce.
This argument does not necessarily prove that naturalism is not true. It simply aims to prove that it is not rational to hold a belief in naturalism, for in holding such a belief one is obligated to believe something else that undercuts the belief in question. This is striking, for often the skeptic asserts that belief in God is not rational while belief in naturalism is. But for one who believes that God exists, and that he has in fact designed our belief-forming faculties in such a way that we can adequately (if not perfectly) comprehend his creation, this problem is eliminated. The Christian theist can have high confidence in his or her rational faculties, for those faculties are a product not of an unintelligent process like natural selection, but of an intelligent creator who created us in his image.
This argument is very much strengthened by the observation that our brains appear to be hardwired to believe in the supernatural from birth. While many naturalistic philosophers have scrambled to come up with a good evolutionary explanation for this remarkable fact, they apparently have missed the more obvious point. Under naturalism, belief in the supernatural is false. And yet this (according to naturalists) false belief appears to be pre-programmed into our noggins in advance. This actually gives us less reason to trust our belief-forming faculties if naturalism is true and strengthens the argument presented above. So if naturalism is true, we can have no confidence in our belief that it is true. On the other hand, if we have been created by God this observation that we are pre-programmed to believe in him makes perfect sense. Thus theism is a far more rational belief than naturalism.
*Just to clarify, here I'm referring to what is known as metaphysical or ontological naturalism, the belief that there really is nothing more than nature. This is somewhat distinct from methodological naturalism, which suggests that we should act as if nature is all that there is in formulating scientific theories, while remaining indifferent to the question of whether or not nature is all that exists.