How did religion become more diverse?

Well, as for Christianity in Europe, the Christian church was the Catholic church. The first split happened in the 16th century when King Henry VIII wanted a divorce but the Catholic church did not allow divorces. So King Henry started the Church of England, the first protestant church. This led to the Protestant Reformation. This led to other church reformations in other European countries. Martin Luther of Germany began the Lutheran church after he posted The 95-Theses on the door of Castle Church. The Anabaptists and Calvinist were some of the other reforms. The Puritan movement was the Counter-Reformation of The Church of England. The Puritans sailed to New England to establish colonies as an escape from religious persecution in England. These are just a few of the reformations that took place in Europe. There were also some countries that chose to stay Catholic such as Spain.

Hope this was a good start for you and hope it helps! =]