I came to my family's religion by a sort of reverse osmosis. I didn't know either of my grandfathers so I wasn't directly influenced one way or the other by family traditions. My mother's father, who died before I was born, was raised Catholic (his mother was Croatian) but he lapsed and quit practicing before my mother was born. If my mother were raised Catholic I would probably have looked there. I have a mint condition 1950 bible that my great-grandmother grave to my grandfather, but that's the only semblance of "passed down" religion I have. My father's mother was irreligious and my mother's mother was a seeker; she sent her kids to whatever church was nearest to where they were living at the time. She was, at times, a Quaker (her mother joined a Quaker church (the nearest to her home, spiritual laziness ran in her family), a Catholic (on account of my grandfather, I suppose - there are no Catholics in her lineage), a Pentecostal, etc. Growing up I never heard "our family is this" or "this is what you are."
I was never baptized or brought to church because my parents felt it should be something I should have the choice of participating in, which sounds noble but turned out to be a huge pain. I had a fundamental loathing for religion growing up and read philosophy, instead. When I became an adult I had a conversion experience and started to explore different schools of Protestant theology. Unsatisfied with them at the time (partly because I came to appreciate them all and was thus unwilling to commit to one and partly because the fragmentary nature of Protestantism is confusing and frustrating), I began to explore other faiths. Islam, Buddhism. Uncomfortable with those, I decided to stay near to my own culture.
My great-great grandfather (paternal line, my father's father's father's father) was German-American, the son of a German immigrant and a German-American mother. He was raised and married Lutheran but he and his wife (who was raised in a Scots-Irish Presbyterian home) joined a United Brethren church sometime after their marriage. The UB were more or less a German Methodist sect. They merged with the Methodists in 1968, hence "United Methodism." My great-grandfather was raised and married United Brethren but his wife's family attended a Methodist Episcopal church and they ended up there. My grandfather was raised Methodist and my father, too, though my father's step-father (who had his own independent church) attempted to beat the love of God into him and ended up whooping all respect for organized religion out of him instead. I had no idea what my religious heritage was until I pointed out a church building with nice stained glass windows and he remarked offhand something like "I'm a Methodist, sorta. I was raised Methodist, anyway." Now I can trace eight generations of Methodists on his side. Technically, my father broke the chain by not having me baptized, but he had good enough reason. I figured if I were raised in a religion, it would be Methodism, so I repaired the chain as it were.
Not that there isn't a pool of heritable religions choose from besides the one most closely associated with my surname. I've got Baptists, Presbyterians, Quakers, Catholics, and Lutherans as well as Methodists. Believe me, I still struggle.