Determine the extent of your studies. If you plan to study religion, you can pursue a degree program in religious studies from a college or university. Schools offer different types of religious studies programs. Some offer studies that are particular to a religious faith such as Christianity or Islam, while others offer a more comparative approach that allows you to study two or more religions in relation to each other.
Complete foundational classes that introduce you to the basic concepts, ideas and history of the religions you are studying. Regardless of which religion you study, it is necessary to understand the historical context in which it developed. All religious ideas develop within some sort of historical and ideological context. For instance, Christianity is best understood within the context of the Ancient Near East and more specifically the rise and fall of the nation of Israel and the more immediate context of the first-century Roman Empire. Trying to understand a religion outside of its context can present you with a skewed understanding of its beliefs and ideas.
Study the original languages in which the religious texts were written. Trying to understand the actual meaning of any religious text, whether it be the Bible or another text like the Hindu Vedas, depends on a proper understanding of the original text's meaning as it was originally written. English translations are close approximations at best. The old adage that something is often lost in translation is actually true.
Study additional disciplines in relation to the religion you are studying. Studies in psychology, anthropology, history and sociology can all provide you with valuable insight into the nature of religion in general. Apply the methodologies used in those other disciplines as a tool to study religion. For instance, economic historians study economic statistical data to make generalizations about the past. That same methodology can tell you important information about people of a particular religious faith.