A few of my planned scenes will have religious backdrops. What I don't plan, however, is to spend needless exposition explaining the religion. The characters in this world have spent their whole lives with it so it would seem out of place for them to ruminate about their faith's origin when in their world, it's as commonplace as a chair.
I might end up making an "faq" or appendix and posting it alongside the story in case someone is confused. I won't say anything about the details except that I was inspired by religions where gods and goddesses have different facets and the ability of Christianity to convert pagans by adopting some of their superstitions and festivals.
The plot covers a relatively short period of time so I don't have to bother with fleshing out an entire year's worth of festivals, holy days, and other secular holidays. Unfortunately, the characters are going to be present at some religious services/rituals so I will have to figure out how to do those without sounding like a knock-off of an existing religion.