By "watch out for religion," he means that religion is always a contentious topic and should be treated with care and respect if you don't know the person you're talking to quite well, in order to cause as little offense as possible. As a community we're generally unoffensive. It's pretty great.
This is much better than what I actually meant. What I actually meant was other people are super dumb about religion and I'm the rightest of all of us! But what flagamuffin said was good, too, and is a much better thing to say about religion.
The thing about assuming is that even if it makes asses of us, we have to do to it to communicate effectively. Also I was just joking around- you nailed what I meant by be careful about religion, and you phrased it way better.