The Lord says that sarva-dharmān parityajya (BG 18.66). "You just give up all kinds of occupational duty or religiosity." We have created all kinds of religious formula. So Kṛṣṇa says that "You give up all kinds of religious formula." But what is to be done? Sarva-dharmān parityajya mām ekaṁ śaraṇaṁ vraja (BG 18.66). "You just surrender unto Me."
That means that surrendering unto the Supreme Personality of Godhead is the real religion of the living entity. Not that I like a particular type of faith, that is my religion. Religion means when one is trained how to surrender unto the Supreme Personality of Godhead. That is called religion. And the Śrīmad-Bhāgavatam also gives enunciation of the word dharma, that sa vai puṁsāṁ paro dharmaḥ. That is the best system of religion, sa vai puṁsāṁ paro dharmaḥ. Yato bhaktir adhokṣaje (SB 1.2.6). By which one is trained to surrender unto the Supreme Personality of Godhead. That is best.
Now you can select your own religion. Either you be a Hindu or Muslim or Mohammedan or Buddhist, whatever you like, Śrīmad-Bhāgavata does not stop you, but it gives you hint what is the purpose of religion. The purpose of religion is to develop your love of Godhead. That is real religion.