Well let me start by saying that every person has a religion. Even the one who says I don't belong to any religion.
As pointed out, that would be based on an extremely broad and inclusive definition of religion, which unfortunately fails to capture some of the essential aspects of what constitutes a religion, and what makes them distinct from philosophy.
Assume that you don't follow any religion, I will ask you four questions
If somebody came to kill you, do you think it is okay if you killed him? self defense?
Sure.
Unless i felt i deserved to die and was okay with dying, or if i just felt i had enough out of life that i was not willing to kill another person to maintain mine.
Based on where i am right now though, i don't see those possibilities really occurring.
Is it okay to have alcohol?
Sure, in reasonable quantities which would not make my mind absent in any possibly inappropriate circumstances or where i could be harmful to others, and where it's not harmful to me personally. Health wise or in any other way.
Is it okay to have drugs?
For certain reasons and under certain circumstances, sure.
Is it okay to lie for a good reason?
It's okay to lie in some circumstances in my view, yes.
Now I can make a thousand question in the list. The set of answers you provide for these questions is your religion. They form your beliefs by which you live your life.
'Beliefs' is not necessarily the most accurate umbrella word to use in this case, as it addresses opinions and views of all kinds, some of which the word would not be particularly suitable for. That and again as pointed out, beliefs don't necessitate a religious stance.
Now before you give answers to these questions and adopt them in your life, it is your duty to search and see if God already handed you answers to these questions.
I think first i might need to search and see quite a few other things. For example:
1) See if i should believe a god(s) exists
at all.
2) See if i should believe any such god would have answers to my questions, and would be willing to share them.
3) See if i should believe for such answers to take precedence over mine.
4) See what i should believe about the method such god would use in conveying these answers.
5) See if i should believe any of the above was necessarily my duty rather than something i was just curious about.
And since religions have major differences, there is only one true religion. Just like 1+1=2 ... You only have once right answer. And let's not forget that there are MAJOR difference between religions in the worshiping aspect. Not only in the do and donts.
That assumes that there is a religion that is true in it's entirety (at all). It could just be that each of those religions contain some bits of truth and some bits of falsehood, with varying degrees, for example. Or they could all be wrong, for another.