You can select your own religion. Either you be a Hindu or Muslim or Mohammedan or Buddhist, whatever you like, Srimad-Bhagavata does not stop you, but it gives you hint what is the purpose of religion. The purpose of religion is to develop your love of Godhead. That is real religion.
Lecture on Bhagavat-Gita 4.7, Montreal, 13 June, 1968