I found at this age and then more so at 6-7 that I needed to guide DD with a lot of situations where there were arguments over opinions. Eg. She'd come home upset because her friend has said Stormfly was the most powerful dragon but she was adamant that Toothless was. So we would talk a lot about the difference between fact and opinion, beliefs and critiquing evidence beliefs are based on and respecting that some people are very passionate in their beliefs - be it the football team they barrack for or the god they worship.
I don't particularly single out religion as something to be questioned and prefer to tie it in with this bigger picture learning. I just explain that they believe X, mum believes y (agnostic) and dad believes none of it (athiest). I see it as part of the bigger picture of learning to deal with people respectfully regardless of their views and not letting others force their views onto you.
She's 9 this Christmas and I'm pretty sure I'll need to break the whole Santa myth to her. So I think this will give us some opportunity to talk about religion a bit more deeply at an age when she's ready to comprehend the depth, history and 'why'.