What religious imagery are you referring to? Having just re-read this introductory chapter, there seems to be rather an absence of religious imagery. However, if it is setting you are focusing on, you are right to indicate that religious setting is important. Note how Pip's first recollection of his early life was when he realises his orphan state in the world, as he is in the churchyard looking at the gravestones of his parents and his brothers and understands that he is alone:
At such a time I found out for certain, that this bleak place overgrown with nettles was the churchyard; and that Philip Pirrip, late of this parish, and also Georgiana wife of the above, were dead abd buried; and that Alexander, Bartholomew, Abraham, Tobias, and Roger, infant children of the aforesaid, were also dead and buried; and that the dark flat wilderness beyond the churchyard, intersected with dykes and mounds and gates, with scattered cattle feeding on it, was the marshes; and that the low leaden line beyond the river; and that the distant savage lair from which the wind was rushing, was the sea; and that the small bundle of shivers growing afraid of it all and beginning to cry, was Pip.
Clearly the effect of such a religious setting is to make us feel pity and sympathy for Pip, the "small bundle of shivers" who is beginning to cry. However, note too that it is from behind the gravestones of his dead parents that Magwitch jumps up. A key theme of the novel is parents, and Pip, just like other characters, finds a series of substitute parents during the novel. Magwitch emerging from behind the gravestones of Pip's parents is richly suggestive, indicating the quasi-parent role that Magwitch will play in the novel by giving Pip his great expectations.