Each of the Thirteen Colonies was founded under various circumstances. For some, religion was a major factor. For others, it was much more secondary.
Massachusetts was founded by the Pilgrims who were searching for a place where they could practice their separatist form of Calvinist-like Christianity away from the influence of the Anglican Church. Soon after the colony's founding, many Puritans came there. While they were not separatists, they were looking for a place to practice their fundamentalist denomination and run society according to their own theocratic practices. New Hampshire was founded along similar lines. Connecticut was also founded as a Puritan colony, but with more emphasis on a separation of church and state.
Rhode Island was founded by Roger Williams, who was expelled from Massachusetts for advocating for religious freedom and tolerance. Consequently, Rhode Island welcomed people of all religions and had a more diverse religious population.
New York had no major religious factors in its founding. It welcomed people of most faiths. The same was the case in New Jersey and Delaware, whose charters specifically protected freedom of religion.
William Penn, a Quaker, founded Pennsylvania. Quakers practiced religious tolerance. Therefore, Pennsylvania had many Quakers, as well as people of various faiths. Maryland was founded as a haven for Catholics who were being persecuted elsewhere in Britain and the English colonies.
Virginia was founded as an Anglican colony. In fact, it was originally mandated that all white people in the colony worship at the Anglican Church and pay taxes to support it.
North Carolina was founded by Quakers on the premise of religious freedom. However, the Anglican Church was the official religion of the colony. The Anglican Church was also dominant in South Carolina, but the colony was also was open to religious toleration. As a result, many of the early settlers were Huguenots of French descent.
Georgia was officially an Anglican colony. However, it welcomed colonists of all faiths except Catholicism. Many of its early colonists were Protestants from around Europe, including many Lutherans and Moravians.