Religion has been a subtle force in Westeros (and Essos) on Game of Thrones so far. But as we enter season five, it's more than just a backdrop for weddings, funerals, and coronations. As Varys once presciently told Tyrion, a priest could have as much power as a king or a rich man, depending on what someone believes. And in some cases, more. Fundamentalists and fanatics who have the ear of their king (or a signed document giving them free reign) can decide what is the law, what is illegal, and who shall be punished (or even executed). But as the various faiths (and fanatics of those faiths) push their way to the forefront this season, the casual viewer may be confused. What's the difference between the various ideologies and philosophies? Why do some seem like they can coexist, and others appear to be in competition? Are some the same god, but with a different name? How are we to know what to believe?
The easiest one to understand is the oldest — the old gods. This faith is closer to pagan beliefs from our own world, but it's not an organized religion. There are no temples, unless you count the godswoods (wooded areas designated as places of worship) with a weirwood heart tree, and no priests, unless you count the greenseers (like the man in the tree that Bran went to see at the end of season four). It predates the arrival of humans on Westeros, when the Children of the Forest roamed free. Many houses in the South still keep a godswood, but to them, it's usually a secular place, not a place of worship, whereas in the North, a heart tree is sacred. Some believe the wind rustling the leaves of the trees are the old gods speaking through the trees, such as when Osha tells Bran, "Do you hear them, boy? The old gods are answering you. Who do you think sends the wind, if not the gods? They see you, boy. They hear you." (We'll learn more about how the trees see and hear when Bran returns from his journey in season six.) Most of this belief system seems to be common sense — the old gods would take offense at slavery and murder, but wouldn't dictate a ton of behavior. ("It's your gods with all the rules," Ned Stark reminded Catelyn once.)
The old gods don't have a text that would be in conflict with, say, The Seven-Pointed Star, the Bible of the Faith of the Seven — the predominant religion in Westeros. It's more analogous to Catholicism, in both its place in society and the nature of its various monastic orders. Adherents believe in one god with seven aspects — the Mother, the Maiden, the Crone, the Father, the Warrior, the Smith, and the Stranger. (You can pray or sing to one or all.) Think of them as a version of the Holy Trinity, even if some of the Faith's own believers actually think it's a religion with seven gods, not one.
Years ago, the Faith had a lot of power in the governing of Westeros. Remember the Great Sept of Baelor, where Ned Stark lost his head? That was a church named after Baelor the Blessed, a pious Targaryen king who once decided that a little boy should be made High Septon, which is kind of like being the Pope. Before and after the Targaryen invasion, the Faith Militant was a military order, and its members would support lords with their allegiance. Maegor the Cruel repressed the Faith and disbanded the Faith Militant, forbidding holy men from taking up arms, and even the most devout king, Baelor the Blessed, decided not to rearm them. Still, the Faith have a lot of other influence. Babies are named in a ritual that involves using seven oils to anoint them; knights are expected to do a vigil in a sept (a place of worship) and become anointed in the name of the Seven as well. Trials by combat are held so that the gods can decide who is guilty or not; and in some cases, one can have a trial by seven members of the clergy instead. (If it's a trial of a woman, septas — female clergy — will sit among the seven judges.)
While the old gods and the Faith of the Seven don't have much of a problem coexisting (those who swear to both pray to “the old gods and the new"), the faith of R’hllor does. The Faith of the Seven would call belief in the Lord of Light (R’hllor) a "false faith," and Melisandre refers to The Seven-Pointed Star as "lies and fables." The red priestess often speaks of the Lord of Light, but does not name the other god in this faith — Lord of Darkness, the Great Other. And because she usually calls her god "the one true god," it might be confusing, but she actually believes in two gods. As she tells Stannis's daughter, Melisandre says, "Septons speak of seven gods. There are but two ... eternally at war." It's a dualistic religion, not unlike one practiced in the Iron Islands, where the Greyjoys are from — they believe in both the Drowned God and the Storm God (to become a clergyman in the latter faith, one must drown and then be brought back to life by medieval CPR).
But that's not the only confusing thing about her belief system, which finds her having sex with any man she finds with king's blood, burning people alive, and birthing baby shadow monsters. "I don't understand," Gendry said, when she was seducing him. "This doesn't seem very religious ..." And Melisandre freely admits that a lot of her tricks to get people to believe (and therefore do her bidding) are "lies, deceptions." She has powders and potions to make men think they see something in the flames, which she claims contain prophecies and visions from her god. And maybe they do — just not always what she says they are.
Unlike the Faith of the Seven, the Red God has demonstrated some mystical power in this world. Thoros of Myr, a red priest of R’hllor, was able to resurrect Beric Dondarrion six times. When Melisandre meets Beric, she seems to sense this immediately. Looking into Arya's eyes also sets her spidey senses tingling. Structurally, though, the Red God seems to have more in common with the Faith of the Seven than they would care to admit. Melisandre mentions a High Priest, so there is a hierarchy. There are also trials by combat. But what seems to set it apart is that there is a belief in a messiah figure, Azor Ahai, a warrior of light with a burning sword whom Melisandre has told the world is Stannis. (No wonder she had an easier time converting Stannis's household than Thoros did King Robert's.) Other red priests and priestesses might name other messiahs.
So, who believes in what? It’s not black-and-white, but the people in the North by and large believe in the old gods — Jon Snow, for one, took his vows for the Night's Watch in front of a heart tree. The rest of Westeros predominately believes in the Faith of the Seven. But the Red God (whose following is mostly in Essos) is starting to gain a foothold in Westeros, thanks to Melisandre and her influence on Stannis and his wife. And there are other pockets, such as the Iron Islands, that hold true to their own gods.
Of course, the more regions you visit, the more gods you come across — and some say that all of these gods are just different incarnations or different cultural interpretations of the same god, known as the Many-Faced God (the god of death). Arya's former mentor, the Braavosi Syrio Forel, says, "There is only one god, and his name is Death." And if you're in Westeros, what do you say to this god? Not today.