If you could have asked the apostle Paul whether he was religious, I think he might have answered, “No.”
In Acts 17:22, Paul describes the first century people of Athens as being “very religious.” The study note in my TNIV Study Bible says that the word religious in 17:22 can also be translated as superstitious. While Paul might be congratulating the Athenians for their spirituality, I think it’s more likely he is criticising them for their religiosity. (We might call it churchianity today.)
It’s as though Paul is saying, You are religious? Well, you have received your reward in full. Paul is not interested in people becoming “more religious” or swapping one religion for another, per se. Instead he passionately invites people to trade in their religion(s) for a relationship. Paul introduces people to the Man whom God has appointed, the One who He raised from the dead (see 17:31) – namely Jesus.
In some contexts, religious might not be a bad way to describe yourself. However, when you’re asked about faith-related matters, consider saying that you are relational instead of religious, that you are in Christ. There is nothing superstitious about Him; He is very real and very present.