What religion is Natalie Merchant?

Answer 1

here are some things she says about it :

Merchant says she was raised in a Catholic household, but at age 11 she "drifted from the church when my mother married an atheist."

But just as important, she says, was Gospel Music. She discovered Mahalia Jackson at age 18. "That opened the door for me, definitely," she says. What does gospel mean for her? "Good news in bad times."

http://www.npr.org/programs/wesat/features/2001/merchant/011117.merchant.html