Im pretty sure someone asked this a while ago, and if I remember rightly, I said no, its not bad. Thats why there are so many atheists.
Its absolutely fine to believe in a god/goddess or gods/goddesses and its absolutley fine not to believe in any of them. Religion is personal and you should never feel ashamed of what you believe in. Dont let anyone tell you your beliefs are not valid or make you feel like theres something wrong with you for not believing what they believe.