Faith System is a planned feature related to choosing and worshipping a religion. There is very little known about this feature and it currently isn't listed on the Development roadmap, but it was mentioned in a Steam Community reply. The current implementation of the Faith System offers the players an option to pray at Shrines for a temporary buff.
The Host is the current religious figure worshipped in the kingdom of Aldor. TBA lore.
Altars & Shrines
The player can randomly encounter Shrines spawned near roads. A permanent Shrine is also available in Mannshire inside the Church building. After interacting with a Shrine, the character will pray to The Host and receive the Blessing buff. Jorgrim, being the only player character that is not native to Aldor, does not believe in The Host, and refuses to pray to false gods at a Shrine.
Page last edited during patch: 0.7.0.7