The best way to learn any religion is to follow it. By following, I mean studying about the faith, doing some (or all) of the practices, going to any kind of ceremonies the religion might have. Since we can't follow a bunch of different faiths, we could probably still study and if you have friends that go to different ceremonies (if they have ceremonies) or a worship service (if they have one) that he or she can invite you to, that would help to learn more about it. In Christianity, my faith, you'd have to go to many different Church services to learn about it and you'd have to study our writings and the New Testament and maybe the OT, if you want.
Going to one service would help a little, but you'd have to go to a lot more than one and at more than one place. In Christianity, different denominations may have different kinds of services.