Little is known about Maria Vasquez, the super-heroine known as "Tarantula", before she appeared an operative of Heroes for Hire in Heroes for Hire (volume 2) #1 (October 2006).
Tarantula does not appear to be unusually religious, but she is evidentally Christian - at least nominally. See, for example, Heroes for Hire #12.
Given the fact that nearly all Marvel Comics superheroes who are Latinos are Catholic (if their precise religious affiliation is known), it is statistically probably that Tarantula is a Catholic. But we are unaware of anything published thus far that concretely establishes this.