Religion
The vast majority of player characters will be assumed to be Catholic Christians, having been baptized and confirmed in the Church.
If the player is Danish, Norwegian or Icelandic, they can choose to be pagan worshippers of Odin and Thor, but unless they come from Thorsland, they are likely to have kept their paganism secret. Pagans cannot be zealots. There are no, public, pagan temples in Nessex, paganism being strongly associated with the enemies from Thorsland.
If the character is Byzantine, then he is likely to be an Orthodox Christian (although Catholics, Jews and Muslims are present among them too), who are technically in schism with the Catholics, but this schism is not something terribly noticeable to the man on the street. If the character is a Zealot, being Orthodox will cause friction with the local clergy, but otherwise will not cause much of a difficulty. Orthodox characters cannot be Templars.
If the character is a Moor, then he will be a Muslim, unless he is from Spain, in which case he could choose to be a Mozarab, an Arabic-speaking Christian who grew up under Muslim rule. Muslim characters may run into difficulty with the locals if they are obvious and insistent about things, there is, of course, no Muslim community in Nessex. Muslim characters cannot be Zealots.
A character of any heritage can choose to be Jewish in ancestry and religion. However, they cannot be Zealots. Currently, there is toleration for Jews in Nessex, but there is no actual Jewish community.
The Normans from Italy are probably the most religiously tolerant of all the nations, despite being total bastards in most other things.