What is a good place to begin an exploration of a new world? I would argue a good place is with the fundamental beliefs of its people. Yes, I know it is terribly Platonic of me, to begin with high concepts, but bear with me. A few of these religions are not totally original but I have delivered my own twist on any real world or fictional religion that appears here.
Daevanists believe in one God, who they call Daeva or Eli Daeva. Daeva might be translated "god," "celestial," or "angel." Capitalized Daeva usually refers to Eli Daeva which is best translated "Supreme God," "First Celestial," or "Lord Angel."
Daevanists are monotheists that believe in the existence of other divine beings but that none of them are to be worshiped but Eli Daeva. Those celestials that are subservient to God are called daeva or angels. Those that defy God and demand worship from mortals are called baala or devils.
Daevanist belief stresses the insurmountable distance between God and Man. They believe that Man is incapable of grasping even a fraction of the mind of God. God must come to them through the daeva, who reveal the divine will through their chosen prophets and priests.
There is only one place where one might truly stand in the presence of God. This place is the Temple, that cyclopean megastructure deep in the desert. There, in the Holy of Holies, may one who is ritually clean stand in the very presence of God. It is here that each new acolyte comes to be inducted into the Priesthood. They beg the Almighty to try their very souls to determine their worthiness. Those that can face the terrible truth of their cosmic insignificance without immediately going permanently insane are attended by a daeva that gives them their holy powers.
Daevanist priests will prefer spells that have to do with divination and knowledge as they are continually trying to come to understanding the will of God without ever becoming certain of any understanding, but it heavily depends on the kind of daeva that attends them.
The Cult of Set:
The cabal of necromancer-priests that worship the Overlord of the Outer Dark is the Cult of Set. Set, may His Unending Darkness consume the world, gives his servants power for the continual sacrifice of mortal souls. These cabalists are mostly concerned with their own ambition and terror of their dark master. No ritual is too foul, no magic is too forbidden, no atrocity is too horrendous for a truly ambitious cultist. They plot in secret to take control of whole empires and will not be satisfied until there is no light they cannot extinguish.
These cultists ultimately believe in the absolute domination of the weak by the strong. They believe that there is no real truth and that even their Overlord is just the largest fish in our part of the cosmic sea. They believe that there is no meaning in life but that which the strong create. Their rituals make a mockery of innocence with utter defilement. The greatest ambition which all the cultists share is to eventually become a god and replace Set.
Cultists of Set work primarily with necromancy and mind control magic, in their effort to dominate all life.
The Ayla Sae Sisterhood:
This mysterious sisterhood of sorceresses is bound together by a common religious code that dictates, "Man must evolve to survive!" They try to place themselves in places of power to be able to drive along man's development. They commonly place themselves at the head of various pagan cults and find demonic remnant of the old worlds and use them as livings gods for people to worship.
They are pragmatic and devious in pursuing his beliefs and can be found whispering into the ears of powerful figures everywhere if not just replacing them. They are distrusting of male leadership and often consider men to be primitive is not just utterly inferior.
Mind control magic and healing magic are the kind of magics that the Prophetesses of the Sisterhood.
The Cult of Kek is the brotherhood of Jester Preachers that openly mock overly restrictive or chaotic institutions in service of their smirking Frog God, Kek. The Preachers believe that Kek is a god of darkness that will bring the light. They bring about chaos so that a brighter tomorrow can come. The brothers often look insane and stand on street corners to tell jokes at the expense of any number of institutions and paint graffiti on walls and in alleys. They don't much like the Daevanists, or the Cult of Set, and they really don't like the Ayla Sae Sisterhood.
They use magic that makes them more like their slimy green master and that helps them mock the decaying institutions of this world. They claim that they all hail from Kekistan, no matter where they actually came from. They await the coming of the God Emperor that will destroy the Ayla Sae and bring about an Age of Greatness. Praise Kek! Kek wills it!
Many other small cults exist around the Wastes but these are some of the major religious bodies that belong specifically to the Wastes. Other religions come from other worlds and PCs may bring characters with religions from their home Planes and even try to proselytize. If they gain a significant following they might even begin to be mocked by the Jester Preachers of Kek or start being opposed by the Daevanists or attempted to be seduced by the Ayla Sae.
What other faiths in other settings might fit in the Wastes? How do you think your favorite cleric characters would behave in such a situation?