They might not know it to begin with, but we are all created in the image of God so that it is natural for us to seek after our Creator. Further, "God has put eternity in the hearts of men" (Ecclesiastes 3:11) so that there is an awareness that just living a few years on Earth is not the sum total of everything. We are naturally troubled by the horrific fact of death, pondering if that is all there is to it. That is why the last chapter of Ecclesiastes urges young people to enjoy life, but to be aware that after physical death, "the spirit returns to God who gave it" and then we have to account to our Creator for how we lived in the flesh.
When people begin to seriously consider the existence of their Creator, it is an indication that the Holy Spirit is beginning to deal with them, to draw them to the One who brings us to God - Jesus Christ (John 14:6-11).