In ealry America religion was

The middle colonies saw a mixture of religions, including Quakers, Catholics, Lutherans, a few Jews, and others. The southern colonists were a mixture as well, including Baptists and Anglicans.

Explanation:

But the first reliogon would have been the Native American's one. In fact Native Americans were very religious. Although many Native Americans believed in a great spirit - called Wakan Tanka - their religion was animistic.