Jesus was born into the Jewish religion.
No, it is taught to you.
Born in Norfolk, which was predominately Protestant, that would be his religion
Shintoism
india
Judaism.
Siddhartha was born a Hindu prince.
He was born to Zoroastrian parents.
Bahai Zoroastrianism
Beethoven is from the Christianity religion as he was baptised.
Beleive it or not there is a releigion born every minute. It depends on what YOU believe in to choose you religion.
That is a rough informal definition of reincarnation; more than religion believes in it.