Go ahead and miss stuff. It'll be more fun on subsequent plays-through if you're still discovering new things. It's also more enjoyable to come across stuff organically than if you turn it into a chore.
I used to be a completionist; it made games less enjoyable. If a game is good enough to make missing some content a loss there's a strong chance I'll want to replay it in a year or two anyway so I've learned to let some things go the first time around.
Learning about religion in school isn't necessarily a bad thing. We studied the major religions, Buddhism, pantheism, and to a lesser degree minor religions as a part of social studies in 7th grade. I think it was the first time anyone actually told me there were 'options' other than Christianity. More importantly, it helped me understand where others are coming from even though I don't share their faith. If it's approached from a purely educational standpoint I think religion does have a place in school - and I'm an atheist. We just shouldn't be presenting any of it as fact or "right" when it's all a matter of opinion, nor teaching them about any one specific religion and excluding others.