I go to Gonzaga, a Jesuit university. You're required to take a few religion prereq's, but it ends up not being a big deal, a lot of them are fairly interesting (Like African Catholicism), and in my opinion help you have a better understanding of the world. I'm not religious in the slightest, some of my friends are, but it really doesn't matter.
That being said, some religious school make you go to church several times a week, I would be more hesitant to be at a school like that.
Confidence is the feeling you have before you fully understand the situation.