there are references to the confusion that the Indians had about religion

The two quotes from Chapters One and Two sum up the confusion in two sentences.

"The scorpion moved delicately down the rope toward the box. Under her breath Juana repeated an ancient magic to guard against such evil, and on top of that she muttered a Hail Mary between clenched teeth."

"But in the song there was a secret little inner song, hardly perceptible, but always there, sweet and secret and clinging, almost hiding in the counter-melody, and this was the Song of the Pearl That Might Be, for every shell thrown in the basket might contain a pearl. Chance was against it, but luck and the gods might be for it. And in the canoe above him Kino knew that Juana was making the magic of prayer, her face set rigid and her muscles hard to force the luck, to tear the luck out of the gods' hands, for she needed the luck for the swollen shoulder of Coyotito. And because the need was great and the desire was great, the little secret melody of the pearl that might be was stronger this morning. Whole phrases of it came clearly and softly into the Song of the Undersea."

As you can see, both Juana and Kino mix two beliefs, paganism and Christianity. The religion of the natives mixes itself with the religion of the colonizers.... they combine their own religion and superstition with prayers.