I’ve been an atheist actively studying religion for over ten years now. Since I was about 14 or 15, I have reached well beyond my Catholic upbringing to learn as much about as many religions as I can. While I feel I possess little more than informed ignorance when it comes to many religions, I can at least share what I have learned, not about religion itself, but on how to learn about religion.
I don’t even know where to begin, really. I guess the best place is curiosity. If you aren’t curious about another religion, reading about it won’t do you much good. I didn’t much care about Eastern culture until college, and my understanding of most Eastern religion was non-existent beyond an embarrassingly superficial interpretation (I have upgraded to possessing an hilarious misunderstanding).
Once you have the will to learn it (and you do need this first), you can start learning. I used to jump right into religious encyclopedias, going for what I now understand to be purely academic studies on the matter. I don’t really recommend this being your introduction to religion.
I think the best place to begin might be with material literally meant for the layperson. Some of the most helpful material I found for introducing me to a religion was meant for children. I’m not suggesting you seek out a coloring book for young Buddhists, but I recommend starting with non-official mythology, retellings meant for modern audiences with simple language which can introduce you to the basic concepts of the religion. Even a program on the PBS, the History or Discovery Channel, or whatever else you can find might provide you with a semi-decent primer (though these shouldn’t be the last place you look).
Beyond that, you’ll want to start digesting the actual sacred texts of a religion. You will need to read them more than once if you want to really get them; sometimes it takes three or more readings before anything at all even sticks. I liken reading most sacred texts to studying a foreign language. You will need to learn literally hundreds of new words in some cases, and you will need to learn new meanings to even more words you already knew.
So now, months have passed, you’ve plumbed the deepest recesses of a religion as much as you can from paper… the best thing from here is to talk to people who practice that religion. This is the point at which you think you know the religion and then find out you know nothing at all. Speaking to an actual religious practitioner will undoubtedly either confuse you or blow your mind.
Unless you have been well prepared through readings which cover the actual modern practice of a religion, you will almost assuredly be confronted with an unrecognizable mutant bearing only a slight resemblance to the religion you found in the pages of books.
Another option is to try to ingratiate yourself in a culture for a time. I rarely do this, because my interest in religion is purely observational, but a lot could be gained by visiting a place where the religion is practiced. This may be just going to your local city’s house of worship for that religion or travelling to another country. Often, the latter is the only option for ancient religions; I feel a closer connection to and understanding of ancient Roman and Greek culture for having travelled to Rome and various places in Greece.
Hopefully these little tips might help.