Maryann Forrester is the 

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only non-Christian character we can clearly identify in the show. She is maenad, and is "immortal". Maenads pre-date ancient Greece. They are female worshippers of Dionysus. Here is a quote that describes this religion: 

"...So along comes this religion that encourages you to get hammered, run naked through the woods, have sex with whoever, whatever, and it's all a part of getting closer to God." - Sophie-Anne Leclerq, vampire queen of Louisiana. 

Bill and Sookie come to Sophie-Anne with questions after realizing something isn't right about Maryann and that she isn't really human. Sophie-Anne explains that maenads began as humans but evolved through their beliefs. 

According to Sophie-Anne, the whole universe is imagined into existence. Therefore, by believing in her god, her powers, and her immortality, all of these things are true for Maryann. The only way to stop her is to change her beliefs.

This is why True Blood is not exactly pro-Christian or pro-Religion. What Sophie-Anne says about the universe is presented as a fact, and they really do defeat Maryann by changing her beliefs. Maryann had the whole town in a state of chaos by affecting everybody's moods and energies, and she planned on sacrificing Sam so that Dionysus could be born to earth. They made her believe Dionysus wanted her to be sacrificed instead. 

The idea implies that there is great power in belief, but it also ruins the validity of any particular religion.