The religion was Christian, as it is today.
Officially the Anglican church was the main denomination within Christianity. The head of this church is Jesus Christ (and not the pope). The Queen/King of the United Kingdom and the British Commonwealth (currently her majesty Queen Elizabeth II) is the Supreme Governor of this church (under Chriist) and selects the religious and spiritual leader which is the Archbishop of Canterbury.
However, in 1914 there were many other denominations in Great Britain as well as Anglicanism. The Methodist, Congregationalist, Presbytarian, Pentecostal and Baptist denominations were also very strong especially in Wales and Cornwall, and the Society of Friends (the Quakers) were strong especially in the midlands where they helped set up large confectionary factories like Cadbury's and Fry's. In Scotland the presbytarian church and the Kirk were very strong although there were also some Episcopalian churches too.
In addition to these, there were a small number of Roman Catholics and other denominations of the Christian Church such as the Salvation Army and Plymouth Bretheren.
Apart from Christianity, there were a few other minority religions, probably dominated by Judaism where, in areas of London especially there were Jewish communities.
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