All you have to do is believe you’ve found The Truth. Oh, do you want other people to follow it? In that case, you have to believe utterly in the truth, have sufficient charisma that a few stalwarts begin to support you, and your message, values, and practices have to appeal to enough people that you gain a significant number of followers. If you want your religion to last beyond your own lifetime, that’s when it gets really tricky: you’ll need some sacred texts and/or objects, ritual language and practices, and an inner core of trusted believers to carry the torch beyond your demise. For more info, read Max Weber On Charisma & Institution Building (O’Neill Library HM131 .W38).