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The rocker reveals how he reconciled his faith with becoming an outspoken LGBTQ ally

Dan Reynolds is still figuring out what faith means to him.

The Imagine Dragons frontman, 31, grew up in a conservative Mormon family in Las Vegas. Today, the "Thunder" singer considers himself a spiritual man — but is hesitant to define his faith.

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“I’m a very unique Mormon,” Reynolds says in the new issue of PEOPLE. “I hate that people have to be pigeon­holed. Some days I don’t believe in anything — some days I’m probably more atheist than your atheist friend. And some days I want to pray to God.”

Image zoom Dan Reynolds Tyler Kandel

The Grammy winner cautions against making assumptions based on religious labels.

“A lot of times, people are raised in something that they had no say in. There are many people who are raised in extremely religious homes that had no say in the matter: That’s just their culture that they were born into,” he says. “So to judge people based off that is a very dangerous thing.”

Reynolds adds: “I think people need more room to just be unique but also be a part of a culture if it feels good for them, but also have their own beliefs within it. I just hate generalizing.”

Image zoom Dan Reynolds Christopher Polk

Reynolds has been weighing his faith since he was young.

“Faith has always been a really difficult thing for me. I’ve always been kind of a skeptical human being,” he says. “I was quite rebellious in my teenage years and had a hard time believing in something that I could not see.”

Over the years, the rocker has struggled to reconcile his faith with becoming an outspoken LGBTQ ally.

“I have family and friends I grew up with who are LGBTQ and Mormon or religious,” he says. “I watched their constant struggle. They were told to change something about them that is unchangeable.”

Furthermore, Reynolds’ wife Aja Volkman — with whom he shares three daughters: Arrow, 5, and 2-year-old twins Gia and Coco — helped him become an ally.

Image zoom Dan Reynolds & Aja Volkman Bryan Steffy/Getty Images

“My wife is a fierce activist; she will not rest until there is equality for all,” Reynolds says of Volkman, 32, who is pregnant with their fourth child, a son. “When I met her she was living with her two best friends who were both queer. She is so fiercely active and passionate about equal rights, and that just fired me up.”

In recent years, Reynolds has been pushing for equality and acceptance for the LGBTQ community through his LoveLoud music festival, which supports LGBTQ youth and raises awareness about the alarming suicide rate among the community. Last year, the festival raised more than $1 million, which was donated to GLAAD, The Trevor Project and other LGBTQ organizations.

On June 29, Reynolds will host his third LoveLoud Festival Powered by AT&T in West Valley City, Utah.

“There are a lot of people from conservative households that have been looking for an opportunity to say, ‘I believe in equal rights,'” Reynolds says of the festival.