The mechanics of starting a new religion? That's pretty simple. I'll even pop in the links if you want.
Links will be given as the final part of the URL. Hence the preceding will
http://battlemaster.org/stable/ if you are playing on a stable world, or
http://battlemaster.org/testing/ if you are on a testing world. The link will be something like blahblahblah.php, where the full address would look like:
http://battlemaster.org/stable/blahblahblah.php, for example
Very important! Please do not manually modify these links with the intent of attempting to achieve any effects you normally could not achieve. The purpose of these links is to serve as a guidepost such that you will not be confused about whether you are on the correct page.First, you need to be a region lord. It doesn't matter what type of region, any region will do. Go to your Command page: command.php
Scroll down and click on your Economy link. This should be the fourth link, underneath the following: Return Lordship, Region Description, Manage Estate.
You should now be on this page: Economy.php
Scroll down until you see temples. If you are part of a religion you will only have the option of building a new temple for your religion. If you want to start a new religion, you must not be part of any religion. (Obviously)
You will see an option to build a new temple. Click on it.
You should be taken to this page: EconomyTemples.php?Action=NewTemple
In that page you will have the option of becoming the enlightened founder of a new religion. Follow the instructions once you choose to pursue that option.
There, you are now done. You may have noticed that you have lost all your positions, becoming an unaligned noble in the realm. You are also a Priest with no subclass. If you look at your new temple, you are its only member, occupying the number one spot. Good job, now start doing something with your new religion.