In my current campaign (or chronicle, or whatever), the players are part of a cult and that’s the thing that binds them together. The thing is, they don’t actually know much about their god.
First, cult sounds bad, but they haven’t sacrificed any humans (or other living things, or anything actually) thus far. They are a cult in the sense that there are only a few of them and their belief system is novel.
The basis for their worship is that they were together in a shipwreck and they were saved by a gigantic turtle. That experience led them to find a new religion of their own. The problem, again, is that they know very little about their new god. How do you even find such things out?
The world is low fantasy, so events such as this are not common. It’s understandable that something like this could easily shake a person to their core enough to make them rethink their whole worldview. We have all heard stories in real life from various sources, where someone decides to become Christian based on a similar experience, real or imagined.
In fantasy we tend to assume that these things are either known or someone in the past knew and the player characters can only learn about their religion through academic research or from elders, but in this particular case there are no elders and their ability to read books on the subject is quite limited. They basically need to build their own religion from ground up. I’m giving them a lot of freedom on this.
But how do you learn about your recently discovered religion? They did initiate someone and had to come up with a ceremony on the fly, so they ended up doing something that basically amounted to waterboarding, which suits their understanding of their god pretty well. It worked. Their victim-slash-convert did experience something which actually lead him to join their cult. So, there’s a little bit of doctrine right there.
Again, the world is low fantasy, but I’ve tried to so the seeds of something deeper going on behind the scenes. I’ve tried to do this just enough to make sure they can never be quite certain whether some reported phenomena is either just superstitious nonsense or something that someone actually witnessed.
All this is somewhat different from the real world, where religions stem from the need to explain the world. Gods and myths come to be because someone wanted to understand why certain things happened. I’m not saying people actually believed Zeus was in the clouds throwing around lightning (they probably understood that these were metaphores), but along those lines.
Even more modern religions have a similar appeal to their members. They know there’s something wrong in the world and these religions offer an answer, no matter how implausible or even stupid those answers might seem to outsiders (and they usually are implausible and stupid, not wanting to point a finger at anyone’s religions specifically, think flat earthers – they are also just looking for answers to problems, but are just going into a completely wrong direction).
We haven’t reached that point in the campaign yet, but in RPGs religion tends to be very pragmatic. We think of religion in terms of various perks, be they spells or some other abilities. Think of Conan’s relationship with Crom from the movie. It’s not deferential. Sure, the god might be the one setting the rules, but by following the rules the servant receives something. It’s more like a product or service than a philosophy.
I do feel I haven’t facilitated the growth of their religion enough as I’ve been putting more emphasis on a rival cult, but I feel I should rectify this. The players chose a cult as their crew for a reason and I should respect that. I guess I’m just falling back on the way I’ve been running games for decades now.