Everyone has one. We were all brought up to be Christians of one sort or another. If you were born before 1555, or so, your parents were Catholic. Until later in the reign, it's safe to say your grandparents were Catholic.
The official established state religion is the Church of England. It is referred to as the new religion or the established church, but not yet as "C of E". (Do not give in to the modern inclination to acronyms and initialisms.)
Puritanism is not a separate religion, but a Calvinist leaning within the Anglican church. Puritans do not yet look like Pilgrims (see Comparative Religion).
Being a Roman Catholic is not a crime, but there is a fine for not conforming to the established religion; that is, for not going to church on Sunday. And every church is a protestant church.
Paying the fine does not allow you to have a priest or practice the Catholic faith. There is no legal way for Catholics to practice their faith.
It is illegal to be a Catholic priest in England. It is very illegal to be a Jesuit.
A non-conforming Catholic is called a recusant (rec-YOU-zant) and is guilty of recusancy.
Everyone is required to attend a church service once a month. The service is referred to as the Prayer Service, or the Prayer Book Service, and sometimes as Common Prayer, Holy Eucharist, or the Lord's Supper.
Mass is a Catholic service only. It is illegal to hold or attend one at any time in the reign, though punishment varies. People of high rank are less likely to get in trouble.
Older people may still refer to the service as a Mass, but it is politically touchy. Reformers refer to the detestable enormities of the "Mass priests".
The rosary is period in several forms, including the modern one, and used only by Catholics. The rosary cross usually does not include a corpus, or figure of Christ.
The Protestants sometimes refer to Roman Catholics as Romanists. Catholics do not refer to themselves as Papists.
The term Puritan is common in period, although sometimes the word precisionist is used.
The Pope published a writ (1570) absolving English Catholics from allegiance to the Queen, since she is (he says) a heretic. Anyone who kills her is pre-absolved from the sin of murder.
You can apply the term atheist to anyone who disagrees with you in religion. In usage, it does not entirely mean you believe that there is no God, but that you don't believe in my God. Any heretic can be called an atheist. So can a Jew.
29 March 2008 mps