Three problems should be immediately obvious. First, you can't just make up an explanation out of thin air. Second, appealing to God doesn't actually explain anything. An explanation requires some sort of mechanism, a how. God may give you a who or a what, or maybe even a why, but definitely not a how, so appealing to God answers the wrong question. And third, as science continues to increase our understanding of the universe, the gaps that you fill in with 'God' gradually become smaller and smaller, and your own God becomes increasingly useless... that's not very pious of you now, is it?
But religion isn't the only attempt to fill in the gaps of our knowledge with made up facile crap. Pseudoscience tries to do exactly the same thing, but with the added perniciousness of pretending to be scientific and trying to capitalize on the intellectual respect that science has earned through centuries of rigorous and systematic research. And just like with cases of parents whose children die because they decided to pray for their children to heal from an ordinary disease instead of taking them to the doctor, pseudoscience can be just as dangerous for similar reasons.
Even without such consequences, however, the main problem with religion and pseudoscience is that they make people credulous and intellectually lazy, hoping for easy answers to solve complicated questions, thereby slowing down real intellectual progress.
In the philosophy of science, there's an important question regarding the line of demarcation between science and pseudoscience. It's a fascinating question, and one for which there is no easy solution, but here's a nice, useful shortcut: if a claim is unfalsifiable (not empirically testable), chances are it's vacuous crap...