Well, you have to answer for yourself; i don't know what your religion is.
But I can answer on the example of Christianity:
Let's take for example Catholicism and Protestantism. Catholicism usually has a bigger stress on the authority and hierarchy (of the Pope and the Church) - in contrasts protestants place a higher emphasis on the reading of bible and personal involvement.
Some other differences include that the Catholics do and the Protestant don't believe in purgatory.