Okay kiddo, so you know how in stories and movies sometimes the characters believe in gods or goddesses or have rules about how to act and what to do? That's called a fictional religion.
Just like how in real life some people go to church or mosque or temple and believe in things like kindness and truthfulness, in a made-up story, pretending that a character or group of characters believes in something can add depth and meaning to the story.
It might be just as simple as inventing a word that the characters say when they're scared or happy or need help, like "by the light" or "by the stars," or it might be a really complicated set of beliefs and rituals that the characters follow, like worshipping a snake goddess or sacrificing a goat to the moon.
So basically, it's like when we pretend to play a game where we're different people or creatures and make up our own rules, except in a book or movie or video game, we can create whole worlds and cultures and those made-up religions are part of it.