Since a thesis statement should be unique to whatever you are writing to keep you on track, you really should work on coming up with one yourself.
I suggest making it about whatever you are writing it about, and include the definition of religion somewhere in it. Unfortunately asking for a thesis statement from someone else does not really work, and just saying "about religion" is not a great deal of information for someone to create one.
A good way to pick one is to ask a question about your topic, then answer that question. You can even do it twice if your topic not very narrow.