Being from a religious family is totally fine...except when you decide religion's not really your thing. Ya see, religious people are....well, religious about religion. And being their flesh and blood and NOT being religious is...sacrilegious.
1. Lying about what church/temple/mosque you go to
If you've become a heathen who's strayed from the Righteous Path of organized religion, you probably don't attend a church/temple/mosque/etc. regularly (unless the communion crackers are just TOO good to pass up). But when you visit your religious family, suddenly you have to start lying about which one you definitely attend all the time and feel deeply devoted to. Hopefully no one will prod you enough to tear apart your lie when you can't provide any details, but it's always good to have a specific name memorized so you don't have to say "the church with all the lowercase t's on the wall."
2. Biting your tongue when anything mildly cultural or political comes up
It's not too hard to lie about how religious you are or how much faith you have, but when it comes to religion impugning on people's' rights and lives, you REALLY gotta learn to bite your tongue HARD. The sad truth is that there's really no point in you arguing with whatever regressive viewpoint your religious family brings up - against gay marriage, pro-life, sudden strong opinions about trans bathroom rights, etc. They're not going to budge, and they're certainly not going to swallow their pride and lie about their feelings for you, so to keep the tenuous peace, you have to nod along at their shitty "old timey" belief system that you disagree with every fiber of your being, otherwise the holidays would be a friggin' NIGHTMARE of arguing, awkward silences, and being cursed to eternal damnation by grandma.
Thank god Thanksgiving is designed to happen AFTER elections at least.
3. Watching EVERYTHING you say
Trying not to say "Goddammit" or "Jesus Christ" or "Praise Satan" can be tough when - in your day to day life - you're allowed to express yourself in the most profane and sacrilegious ways possible. But on a visit home for the holidays, Aunt Linda will get a case of the vapors and might try to re-baptize you if she hears you slip up and take the Lord's name in vain (which, commandment order-wise, is actually worse than murder?).
4. Hoping that no one pays attention to you on social media
"OH SHIT I RT'D RICKY GERVAIS A WEEK AGO SHIT SHIT SHIT"
We all seem to feel a lot more free with expressing ourselves via social media, whether that's Twitter, Instagram, or Snapchat (not Facebook, everyone you're related to and everyone who could potentially give you a job someday is on that, so you gotta keep it clean). But your day-to-day postings about food, TV shows, and your deep-held political and religious beliefs could blow up in your face if ANY of your religious relatives discover your (very public) social media presence.
RT'd Richard Dawkins or Ricky Gervais? Casually joked about your non-religious political leanings? It's all a potential minefield - if ONE wrong aunt discovers it, you're boned.
5. Being briefly reminded that religion isn't ALL bad
Sure, religion breeds a lot of division, hatred, and bigotry, along with plenty of backwards-minded thinking - but it's not ALL bad. Your family might be a pleasant reminder of the good it can do - your grandma volunteering at a church-run soup kitchen, your parents may have met at the same mosque, or you remember the rabbi who was always willing to have long-winded discussions on every topic, from books to movies to politics to faith. Religion can bring people together and do a lot of good in the world - it's important to remember that, once you strip away the more human elements and influence, most religions boil down to "be kind to each other." That's nice.
Then your grandma starts ranting about how the gays are going to turn everyone into sodomites with their brain waves, and you can't wait to go home and be able to mutter "Jesus fucking Christ" whenever you want.