My story takes place in a fantasy world, but in that world Christianity is a component, somewhat. Well, there are priests and stuff! To avoid weird logic, how would I explain earthly things and places in religion such as Jerusalem? I'm not going to, but if I do include the fact that there is religion, the fact that the two worlds (mine and ours) don't match, it will bug me. A lot.
Maybe you could just tweak Christianity a bit to better suit for your world, and like change the name or something. Or better yet, make your own religion. It is a fantasy world after all!
Maybe you could make up a religion? Or at least give it a different name. I've seen stuff like that in animu and mango before - it seems to work just fine.
Agreed with Afterburner and Hyperspace... you could tweak an already-formed religion (as in, give it a new name and change details, but keep certain characterisitcs) or create a whole new religion of your own. Such as in Avatar, the Na'vi worship whatever it is they worship, I'm not sure what it's called. I'm currently writing a fantasy novel, for which I have had to create my own religion.
It sounds like you may touch on a religion, but it's not central to your plot. It may work to make up a generic religion (worship "Said Deity" in churches and using priests) without going into any specific details. Or, as hyperspace! pointed out, you could just use a different name. I'm not sure that answers your question, but I hope it helps.
