If building a world from scratch, you will need to develop religions. To do that there are questions you will need to answer about the religion. First, does your religion have a name? Most of them on Earth do. So yours may have one as well. Does it have a regional home? Where did it arise? How did it arise? Does it have a text associated with it? I’m talking about something like the Bible or Koran. Something the faithful can refer to.
Who are the deities? Is there more than one? What are the names of the gods or goddesses the believers worship? What are the beliefs associated with the religion, the gods and goddesses? Is the hierarchy local, national, or global? Catholicism has the pope who is the leader of the church worldwide. Does your religion have someone working in a similar capacity? Or is there a high priest or priestess living here and there. If so, do they have limited authority over all things religious? Or do they have total authority? Think about things like that. Of course, it may not be necessary if your characters aren’t particularly religious. You could name a few religions or even one everyone believes and only allude to it. If it is important to your characters, spend some time developing the structure.
Write some prayers your character says daily. That way you can refer to them when the character is praying to whatever deity he or she worships. Are there special prayers for special holy days? It’s a good idea to write those.
Jot down some details on any ceremonies characters to keep the deities happy. That’s important from the standpoint of continuity in your work. If a ceremony must must follow when fixing a meal, you want the ritual to seem like characters do it almost by rote. If you write it down before you need it, you will find yourself writing it as a practitioner of the religion would. It adds a layer of realism to the scene even as you write it.
Suppose your characters have children. Do they take them for religious instruction from the local priest or priestess? Do they learn it in school? No matter how they learn it, you will need to include that in the description of the religion.
Creating a religion is not easy. I don’t mean to sound like it is. I know that it isn’t but it can be helpful in the long run. Part of the problem is that religion has so many aspects to cover. The prayers may be the easiest to develop. No matter what the religion, you will want to craft it in such a way that you can plug tidbits about it into your story. You don’t want to be preachy. How much you do in developing your world’s’ religions is up to you. Do it right and your characters will come alive to your readers. That is the goal after all.