Søren Kierkegaard was a Danish philosopher whose ideas about the nature of human freedom in an uncertain world make him one of the founders of the modern philosophy of existentialism, even though he did not use that label for himself. There is, indeed, little in existentialism today which cannot also be found in the writings of Kierkegaard.
When Kierkegaard studied at the University of Copenhagen, he like all others was expected to train himself in the philosophy of Hegel at the time considered the greatest of modern philosophers. Kierkegaard, however, was not at all impressed with Hegels ideas. Kierkegaard believed that in his effort to capture all of reality in a single philosophical system, Hegel missed two key ingredients: the nature of existence itself and the vital nature of individual human experience (which, for Kierkegaard, where basically the same thing but it can help to comprehend things better by separating them).
At the center of Kierkegaards philosophy stands the individual human being who exists. This person strives, learns, develops, chooses, decides in short, a person who commits themself to some course of action that defines their existence as opposed to someone elses existence and as opposed to non-living things. For Kierkegaard, existence is not a passive state but rather an active engagement with the world and with ones life. None of this could be found in Hegel.
We are all, as human beings, caught up in the web of existence. We all exist and because of this, we all face the necessity of making choices, reaching decisions, and eventually committing ourselves in some fashion to some agenda. An important aspect of Kierkegaards philosophy in this matter was his distinction between objective truths, which included the correspondence between facts and beliefs, and subjective truths, which include our passionate commitment to ideas and beliefs.
Kierkegaard argued that there were three basic stages of understanding themselves and relating to the world that a person could pass through. The first he called the aesthetic stage in this, a person experiments with different beliefs but never fully commits to any of them. The second he called the ethical stage here, a person does commit and does act decisively, but on what are presumed to be rational grounds. The third and final stage Kierkegaard called religious. At that point, a person commits to God, but based upon a leap of faith rather than any objective, rational standards.
For Kierkegaard, religion is characterized not by objective truths (factual information about the world) but rather subjective truths (passion and commitment). Religion is made meaningful and relevant by our passionate commitment to what we believe and what we want out of life, regardless of whether it can be rationally and mathematically described. For the religious person to say that such-and-such is true, they are saying that it is true for me because it is a truth that this person lives in an immediate and existential way rather than simply observes at a distance.
Such religious commitment is self-validating and impervious to external, skeptical critique. It is either something we have or something we lack, but not something which can be justified to others through reference to objective truths. It is, in short, the religious philosophy of both saints and fanatics and Kierkegaard can offer no way to distinguish one from the other.

