The Wednesday Wars is a reference to an unusual aspect of life in the 1960's when religion was more ubiquitous. Once a week, the Catholics and the Jews each go to their respective church or temple for a weekly "religion class" of some sort, leaving Holling (neither Catholic nor Jewish) behind with Mrs. Baker. This novel can be viewed as his own person religious journey, set against the broader backdrop of religion of a different kind.
For Holling, religion is personal. He realizes that his perspective is too naive when Mrs. Baker tells him that her husband is fighting in Vietnam. It had never occurred to him that this teach had a private life of her own where bad things could be happening. He didn't notice that she was a real person, like him, so in a way, what she teaches him about religion is simply empathy for others, because after all, you never know what other people are enduring behind closed doors.
Another aspect of Holling's religious instruction is his affinity for Shakespeare. Although the language is persnickety, Shakespeare's plays are often epic and melodramatic, so perhaps what Holling loves most about the plays is that they help him to realize that conflict is normal and natural, and he can begin working to become more articulate and reasoned so that he will be more successful when he tells his father the secret he doesn't want to tell: He doesn't want to become a businessman like his father.
So, religion means two things for Holling: Firstly, it means the progress of a person's growth in response to the challenges in their life, and secondly, it means the progress of a person's perception as they try to become more loving and understanding. Not surprisingly, he "loves his enemy," by dating the daughter of his father's business rival, underscoring the theme of Holling's blooming independence.
