Didn't Mark Twain have religion in mind when he said,"Faith is believin' somethin' when you know it ain't true?

“It ain't what you don't know that gets you into trouble. It's what you know for sure that just ain't so” is actually the quote ... the phrase you have cited has been attributed to Twain, however, he never wrote or said it. Likewise, Twain did believe in an after-life and reputedly attended the Congregationalist church with his wife, Olivia. So, not only is this statement not truly something Twain said, if he did, it didn't concern religion ... as you see from the actual quote.