Hearty welcome to you!!!!
In answer to your question, everyone here has done something different it seems. Some are athiest, agnostics, Christian, Buddist, or wiccan. The best part of all of this is that you get to decide for yourself. Think about what you want and what you believe. You may go a couple different routes till you find your path.
For my family, we are Christians. We pray and read the Bible. My girls are showing an interest in Catholism and have gone to classes at the church with friends. We have only been out for a couple of months, so we are all still finding our way.
If you find something that interests you, look into it. Pray only if you want to or if you feel they are being heard.
Good luck on your journey and welcome to the club!
momzcrazy