At some point in your worldbuilding, the question probably comes up about religion. The good news is, as you build your world, you have pretty much free reign when it comes to religion. The how, why and what are entirely up to you, whether you want to borrow a template from an existing religion or create one on your own.
A huge part of creating a fictional religion is keeping in mind that there is a purpose behind religion. Most religions started to provide answers.
Explanations. A lot of religions and spiritualities have a way to explain things: why the seasons change, what created the world, why the mountains are formed. The truth behind these explanations is entirely dependent on your world. Perhaps your two warring gods really do create mountains when they fight underground. Perhaps it’s only partially true—they may have fought once and created a pile of stone somewhere. This is often where your myths and stories are created.
Ethics and Ideals. This isn’t as simple as ‘do good things’. This also encompasses things like what their diet should contain, how marriage is viewed, what happens to those who do wrong. For instance, is someone who chooses to adopt viewed more favorably than someone who chooses only to have their own, biological children? Are certain animals and creatures considered sacred or holy? This also applies to sites that might be considered special.
Rituals and holidays. Many rituals have a basis in meaning somewhere. Wedding veils for instance, can be traced back to Roman and Greek traditions as a means of preventing ill-willed spirits from disrupting the bride’s happiness. The same thing goes for holidays. While history muddles things up, Halloween has its basis in the Celtic Samhain.
Reinforcement. Any belief system can be tested, but the key part is how it gets reinforced. Is there an offered reward after death? Does completing a specific ritual offer you protection or additional abilities? What happens to those who don’t follow the ideals and requirements of the religion?
Organization. Consider how the clergy would organize themselves. Do they have a ranking hierarchy? Or is it much looser, with certain members being considered holy and passing on the stories and knowledge of their beliefs to the next generation?