This is a simple mistake many people often make while discussing their religious beliefs: confusing religion with denomination. The word religion comes to us from Latin and literally means, “to bind together.” This word is used to describe a people or group of people who are bound together by a common thread. Through the years this word has been molded – and even relegated – to categorize spiritual belief. Therefore, in the broadest sense, the word religion would describe any group who espoused a common spiritual theme (i.e. Christianity, Buddhism, Islam, Judaism, etc.)
Denomination, on the other hand (and for lack of better terminology) might best be defined as a “subset” of religious belief. By way of example we can state that within the Christian Faith there are [unfortunately] numerous denominations (i.e. Eastern Orthodox Catholics, Roman Catholics, Lutherans, Methodists, Baptists, Protestants, Anglicans, Presbyterians, etc.)
Therefore, in a hyper-rhetorical context, if you are ever asked what your “religion” is, the correct answer would be to say, “I’m a Christian.” Then, if pressed further, you can clearly state, “I am an Eastern Orthodox Christian.”