The religion field on a character sheet represents what a character -claims- to be their sincerely held religious beliefs, by word and deed. This might not be their sincerely held belief, however. The dominant religion on the continent of Arvum, both by the five Great Houses of the Compact and the countless Abandoned tribes, is the worship of the Pantheon, the polytheistic collection of gods and goddesses that are worshiped as societal virtues (see 'help pantheon'). The majority of characters will list 'Pantheon' as their religion, even if they have a particular god or goddess they might have as a family patron or have a special affinity for. Worship of the Pantheon, often just called 'The Faith', is hardly the only religion in Arvum, even if it is far and away the most popular.
The northern houses led by House Redrain have ancient shamanistic traditions that are included in their worship, and the Abandoned tribes in the Northlands are also more likely to follow shamanistic paths than those in other regions, but all noble houses of the Compact, including Prodigal houses who have bent the knee within the current generation, are expected to publicly follow the teachings of the Faith. (This is commonly indicated by listing 'Shamanism/Pantheon' as their religion.) The only worship truly banned (and punishable by death) is worship of demons, which is sometimes found among some tribes of the Abandoned. Despite popular belief, most Abandoned tribes follow some version of Pantheon worship, particularly outside of the Northlands, as most tribes were once noble houses in eras past.
Given the Faith's official stance that the gods and demons are metaphors for vice and virtue, rather than literal beings, atheism and agnosticism can be a complicated claim that would imply a lack of respect for the core virtues of the Pantheon that are revered by the society of the Compact. If your character has a deeply held belief that could be trouble if it was found out, note it under the character's secrets. Fill 'religion' with what they'd profess to publicly.