I've always tried to create religions in my fantasy works, simply for this reason. Often I end up with more than one, as it's natural for people to have differing beliefs and theology, even if they're all focused on a central idea; take the different branches of Christianity, for instance.
So how do you create a religion from scratch? Listed below are some questions I ask myself in the creating process, and hopefully they can help you out! (Since there are so many I'll only provide examples for a few of them. I don't want this to turn into a textbook!)
1) Is there a god or higher deity? If so, how many and how are they characterized?
2) How do they believe the world was created?
3) What is the most important historical event to this religion?
In one of the religions prominent in my story-world for Splintered Crown, called the Order of the Green Winged, the very base of their religion comes from an event. When a people group were fleeing slavery, they entered foreign and dangerous lands, and were lost in dense terrain for several months. Then one day five green birds landed in their camp and when the people followed them, they found prosperous land to live on. The Order of Green Winged use this event to prove how birds contain the souls of gods, as they cared enough for the people to lead them to safety.
4) Is there a place that people of this religion gather? What does it look like? Can everyone enter?
5) Do they worship? If so, how and how often?
6) Is there a core figure within their religious society; whether supernatural or in places of gathering?
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?
Referring back to the same religion as before, the Order of the Green Winged are far from tolerant of other religions. Anyone who does not revere birds and wear feathers in their hair (to symbolize their commitment to serving birds under the Order's care) is viewed as the enemy. Sometimes the more radical go as far as burning down gathering places 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 yearly events, celebrations, or traditions that take place?
15) Are certain animals protected by this religion? What is their view on the treatment of animals and plants?
Back with the Order of the Green Winged, birds are holy animals to them. Therefore they see killing any bird, or anything with feathers, as a sin. They will not eat bird meat, and any member seen doing this will most likely be killed in return, and if they are outside the community, publicly condemned and threatened.
16) Is there some form of scripture that records the religion's teachings? Is it written in a language understandable by everyone?
17) If you had to boil down the religion down to a single belief, what would it be?
Whew! That's quite a lot to answer, isn't it? If my list of questions is intimidating, you can pick and choose which questions you think will play into your characters' lives and world the most. Religions are such intricate and complex things to break down, and I often struggle making them myself, but I really hope this list can help you out!
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!