If there are many religions in the world saying many different things, does that mean none are correct? Why or why not?

Only if there is no God could all religions be incorrect. Atheists should have been piling in here with that simple point.

Religion is what devotees of God (or gods) do to please their deity, based upon their beliefs about the deity.

The multiplicity of religious beliefs and practices is a huge indicator that all humanity, at all times, and in all societies, has felt a need to worship, and their religions are all about that. That is a simple point that those who have a blanket derision of religions need to consider. It's another simple point.

The simple seems to evade a lot of people. But the question of many religions in the world is simply answered. Humanity is hard-wired to give worship to God, even though much of that may be corrupted. The God of the Bible explains all of that to us through the written record of His dealings with humanity over the centuries, and He sent His Son to draw us back to Himself. Once that becomes the basis of worship, then the extraneous clutter and confusion falls away and the truth is found in Christ.

Most, if not all, of them must be wrong.

If an answer to a math problem is impossible does that make math untrue? I know what to do with the answer if it is the square root of negative one but is it really an honest thing to do?

If you have 12 of infinite numbers of answers to a math problem, chances are greater that none of the answers are correct versus one of them being correct. The only way to determine if one is correct is to test out the conclusion and see if the processes are consistent with the answers. Religion similarly should be testable to see if they are true - and frankly, the more we understand of physics the more ridiculous the answers provided by religion become.

When dealing with Deity it is often said that 'all roads lead to The Eternal' meaning that all of us take a different life path but we all end up in the same place...death...and whatever might lie beyond it.

I've been using that analogy for years to those who claim "they can't all be right so they must all be wrong."

Nonsense. That's like saying that if twenty students solving a math problem each got a different answer none of them got the right answer. Ridiculous.

Here's Jesus answer at Matthew 7: 13,14 " Go in through the narrow gate, because broad is the gate and spacious is the road leading off into destruction, and many are going through it; whereas narrow is the gate and cramped the road leading off into life, and few are finding it.

Matthew 7:21-23 Jesus said: " Not everyone saying to me, 'Lord, Lord', will enter into the kingdom of the heavens, but only the ones doing the will of my Father who is in the heaven will. Many will say to me in that day: ' Lord, Lord, did we not prophesy in your name, and expel demons in your name, and perform many powerful works in your name?' And then he will declare to them: ' I never knew you! Get away from me, you workers of lawlessness!'

Your comparison is fallacious. A better comparison would be to ask what is the best color.

Well, odds are if there are so many it is because there is no one true religion. All religions I have studied are clearly man made and written by man; most are simply old superstitions that were told and retold and embellished and over time got more formalized into rituals and traditions, then into an actual formal religion. Basis is still from one man's point of view, or a group of men. Every religion has to have an intermediary (man) to tell others about it. If there was one true religion, why wouldn't everyone know about it automatically? Why does some higher being need to be :"worshiped" and prayed to? Makes no sense, really. Ask 3 people on the same pew independently to give their take on their religion an their beliefs, you'll have 3 differing views-- because all religion is a mental construct created from input we receive as children and adults from others.

If you believe in God & the Bible is the Word of God, then there is only one true religion, all others are false.

Eph 4:5 one Lord, one faith, one baptism;  one God and Father of all, who is over all and through all and in all.