Well, first congrats on coming out

It might take some time for them to understand...
here is a brochure that might be shown, by a reputable source... the british national health serive...
stating being trans has biological connections...
so its nobodys fault... not an upbringing or whatever...
http://www.gires.org.uk/assets/DOH-Assets/pdf/doh-transgender-experiences.pdfWell its up to you what you say or show since you know them best...
the NHS brochure explicitly states for trans people, their families and healthcare staff...
one strategy could be to explain your feelings, show some materials and tell them you want to see a good gender therapist...
the gender therapist to help you along, maybe with easy reversible steps first, to help you find out how they make you feel...
so that you have someone to guide you and help you along, and no rash but appropriate steps are made.... appropriate also in your favour, so that it moves along...
and concerning religion it should be about love...
people are born with all kinds of birth conditions so its hsould be about love and helping each other...
and here is another resource that might help...
hawaii.edu/hivandaids/Some_Considerations_in_Coming_Out_Trans_to_Your_Parents_and_Family.pdf
if you feel like it there are helplines...
they also have a chat...
http://glbthotline.org/hotline.htmlhttp://translifeline.orghugs