This guide will be a "religious victory blitz" guide. I'll try to keep it as basic/simple as possible, if you follow these basic guidelines you'll be rolling religious victories like no one's business

-As for world, or number of civs in game setup? Doesn't really matter, but treat this like a domination victory, meaning fewer continents and fewer civs == faster victory. If you like playing with many continents and many civs you'll probably need an extra 50-80 turns to win. This guide should get you wins consistently in 150 turns or so.

NOTE: while choice of a civ doesn't really matter, your start position does, the higher the difficulty you're playing at the MORE important an ideal start location is. If you play at king or lower you can get away with the first 2 of the 3 start position needs, if you are playing on a higher difficulty you'll want all 3. Furthermore there definitely are Civs that can run this strategy better then others. China, Rome, Greece and Egypt all run this strategy well, as do obviously religious civs. However I wasn't kidding when I said you can use this with pretty much any civ, and at lower difficulties, the above listed civs (and other religious civs) are serious overkill.

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Start Location NEEDS:

1) a Plains-Hill to build the first city on (this will give you +1 shield over a normal start location), ideally next to a river, but you can live without this, as the size of your main city doesn't really matter, you'll win way too fast for it to be limited by starting location too much.

2) What you need is STONE, next to flat land. That flat land must be within 3 squares of your city. This will be for Stonehenge, which if you can build before anyone else will pretty much guarantee a religious victory.

3) a Natural Wonder close enough you find it in the first few turns; this is for the boost for the Astrology tech, the only science tech really needed for this victory. Again, at high difficulty levels this this becomes more and more necessary. This tech also unlocks Stonehenge and the sooner you can get started on that, the better you'll be.

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The first few turns

Turn 1: Build your city (or move it) to the plain-hill which meets the above start conditions - chose Astrology as your first tech to research, build a scout; explore with warrior, you're looking for a natural wonder.

Turn 2: -do the above if you moved last turn instead of built your city, ~ let the turn pass, explore with warrior, you're looking for a natural wonder. keep exploring

Turn ~: after scout is built and you haven't found a natural wonder yet (or finished Astrology research), build a monolith; this is a win condition that needs culture, not science as all research for this win will be on the culture tree (that means build theater districts over science ones)

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The next steps -

once Astrology is researched, build Stonehenge (immediately, this is more important then building cities, I've won religious victories with a single city by turn 80 in on a Pangaea continent with 4 civs, believe me when I say, expansion isn't important for this victory, it can help but it's not a huge priority).

buy a worker, to chop resources to speed production of Stonehenge

FOUNDING A PANTHEON -
The Pantheon Belief - Monument to the Gods

Generally speaking, I've found just through exploration (spotting a natural wonder, meeting religious city states) and building Stonehenge, i'll found a pantheon without doing anything special; usually right before Stonehenge is done. The CPU does not prioritize Monument to the Gods at ALL, but this is central to your religious victory. Because a religious victory is at it's heart a Wonder Rush victory.

Establishing a Religion -

Ideally you won the rush for Stonehenge; if you get Astrology first, and built it the moment it's available, chop some trees to rush the build, you should get it pretty much every time. This will give you your Great Prophet, and your religion, probably 20 or more turns before the next religion is founded. This is a key head start for your victory, you'll need to take full advantage of it.

So found your religion with your GP at Stonehenge, and start building a Holy Site district, you'll want to rush this district and the shrine with workers if you can afford to and have enough to chop. then pump out a few Missionaries

As for your Religious Beliefs -
-the top two choices for beliefs should ALWAYS be
Divine Inspiration (All world wonders provide +4 Faith.)
Mosque (+3 Faith; Missionaries and Apostles +1 Spread Religion charge)

-the next two (ideally) should be
Pilgrimage (+2 Faith for every City Following this Religion)
Holy Order (Missionaries and Apostles are 30% cheaper to Purchase)

-As a side note we need to talk about governments and governors

Once you get the first government choice, chose Autocracy (+10% toward wonders)
slot the policy card Corvée (+15% toward classic wonders)

Combined with your Pantheon belief you should have a +40% bonus toward Ancient and Classic era wonders

As for Governor Choice, your first choice should be Moksha (the Bishop)
His skill growth should be ordered as follows
1) Grand Inquisitor
2) Citadel of God
3) Patron Saint
4) Divine Architect
5) Laying on of Hands

You can skip Laying on of Hands if you want, it is the lone worthless skill he has.


Now what should you be doing? Your priorities should be
1) Build Ancient/Classic Era wonders
-Build them all if you can
-Prioritize the following Wonders if you have too many choices

Apadana - with all those early game wonders might as well dominate the civ states, some of the religious civ states give GREAT bonuses for a religious victory, so don't be shy about it
Mahabodhi Temple - ALWAYS BUILD THIS no matter what else you might want to do, drop everything to build this, this is 2 free Apostles, which will allow you to finish leveling up your faith with the last 2 beliefs
Oracle - this reduces the cost of great people when spending faith, so it has some use to you, as later in the game you'll have too much faith to spend

every other wonder is worth building, just for the +4 faith if nothing else; remember this is a WONDER RUSH win hiding in faith; when you get into the middle ages you will want the following wonders

Hagia Sophia - adds more religious spreads to your missionaries and apposals
Kotoku-in - more religion is nice
Mont St Michel - having level 3 Apostles is something to see.

2) Spread your faith to every nation you find with those early missionaries
3) Level up your governor
4) Build Cities

GOLDEN AGES -
there are two golden age "perks" you can chose that will assist this victory condition. I suggest you chose Exodus of the Evangelists as your primary dedication, and only use Monumentality if you find yourself too tied up with building wonders to build what you believe are "required" districts. Overall Exodus helps more toward this victory, but you can make Monumentality work.


VICTORY -
If you followed the above instructions you'll probably be surprised to find yourself mostly with a religious victory BEFORE the game even really gets going. Often times i'll be at 2000-5000 faith at turn 70, I just finished building my first 4 apostles, I haven't even started building middle age era wonders barely just finished my temple to build apostles and i'm down to the last 2 or 3 cities to convert in the whole world in a 4 civ Pangaea game.

You'll wrap up a religious victory before other civs even get a religion. and if they pop one after you converted them, you can pounce on them and wipe that new faith out with your religious troops before they get a chance to spread it. It feels like BULLYING the cpu as you snuff out nacient religions before they get going.

A lot of this strategy feeds back on itself, and I've not even got into how broken that governor and religious pressure is now and how this strategy abuses it; building on prior steps, but if you can do the basics as I've laid out, convery every city you find with your missionaries, no difficulty level is too much or lame civilization too lame to wipe the world with a faith win. I've put in a lot of hours into civ6, and never have found an easier way to win then this way.

Let me know what you guys think about this guide. Hope it helps!