
The primary religion in The Golden Compass (and the only one mentioned) in Christianity, specifically Catholicism. Pullman is very overt with this and mentions Christianity, the Papacy and the Vatican by name in his novels (something that Lewis did not do in The Chronicles of Narnia). The Christian Bible is also mentioned and even quoted in the novel. The Catholic Church in the book is referred to as "The Church" and "The Magisterium" which also seems to have some sort of governmental authority.
Theology as an academic profession is also emphasized as that is what Lord Asriel and the other scholars mentioned in the novel are involved in. Theology and "Experimental Theology" however, seem to be more like the study of physics and other sciences than what we think of when we think "theology".
Another thing that is brought up in the book is heresy. Lord Asriel is working on theories about Dust, a concept that we don't know much about in the first book, but it is clear that his work is controversial and is condemned by the Church. Asriel is even imprisoned for his work. It is not clear exactly what Asriel is doing and why what he is doing is controversial. On page 274, Lyra overhears people saying the following: "I think he has got an entirely different idea of the nature of Dust, that's the point. It's profoundly heretical, you see, and the Consistorial Court of Discipline can't allow any other interpretation than the authorized one." This statement definitely implies that the Church has certain ideas that they promote and that they don't want people deviating from those concepts. Not much else is said about what ideas the Church holds until they very end of the first novel, when Lyra discusses Dust with her father in the North.
Until the very end of the first novel, we don't know much about Dust, eventually it is revealed that Dust has a very religious and theological significance. Lyra's father explains Dust by using the story of Adam and Eve and the forbidden fruit. Here, he says that Dust stems from Original Sin. He later reveals that he wants to go to the source of Dust and destroy it, in turn, destroying the source of sin and death (pg 377). If he succeeded, it is clear that this would be extremely heretical and even destroy the Church. The idea of destroying the source of Dust definitely develops in the next two novels and it will become clear who supports it and who does not which creates a lot of religious tension.
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