Listed below are some questions I ask myself while creating fantasy religions; hopefully they can help you out too!
1) Is there a god or higher deity? If so, how many and how are they characterized?
2) How do the devout believe the world was created?
3) What is the most important historical event to this religion?
4) Is there a place that people of this religion gather? What does it look like? Can everyone enter?
5) Do the devout worship? If so, how and how often?
6) Is there a core figure within their religion? Are they supernatural or mortal?
7) What symbols are associated with this religion?
8) Do members of this religion try to convert others to it? If so, through which means?
9) Is the religion tolerant of other religions?
10) Are there certain foods members of the religion are not allowed to eat, or clothing they must wear?
11) Does the religion mark a difference between good and evil? What do they define as good or evil?
12) Is there a hierarchy of members?
13) Can anyone be a member of this religion, or must they be born into a member's family?
14) Are there particular events, celebrations, or traditions that take place? When and how often?
15) Are certain animals or plants protected by this religion? What is their view on the treatment of animals and plants?
16) Is there some form of scripture that records the religion's teachings? Is it written in a language understandable by everyone? How accessible is it?
17) If you had to boil down the religion down to a single belief, what would it be?
How do you create religions for your fantasy worlds? What do you think about how religions are represented in books? Do you LOVE world-building like me?
Good luck with your writing, and have an awesome day!