You can learn the religions you did not start with for free from the religion trainer!
Set – The trainer is in the southwest side of the savannah area. There’s a ramp up to him at the bottom of a tower, they removed the ridiculous amount of spiders near him that were in early access so pretty easy to get to!
Mitra – The trainer is now at the half built Mitra statue south of the den near the oasis in the desert area.
Ymir – A frost giant northeast of mounds of the dead teaches this – he is next to a big campfire that you can see the smoke from up a snowy ramp on a mountain side.
Derketo – You can learn this in the southeastern jungle – the pagoda of boundless lusts just south of the witch queen temple.
Yog – The trainer for this one is in the south, just northwest of the broken bridge. The easiest to get to early.