Of course, people were meant to follow the State Religion, of the local HRE Prince/Ruling Family etc, but understandly, they often didn't, and stuck to their own religion. Was there any easy way of telling which religion they followed, or did they keep it a secret?
There were a number of visible sign of confession during this period. You could glean it from their name, Joseph and Maria were popular name choices for Catholics. While Calvinists rejected saints names and instead preferred other names from the old testament like Abraham, Daniel,Zacharias, Rachel, Sarah. Language was another way of signaling confession, Luther's translation of the bible spread his Saxon dialect as the correct written form through parts of central and northern Germany, while the Jesuits standardization of High German was more common in the south.
There is also of course the obvious way to tell what religion they follow, what religious ceremony do they attend? There was the arrangement of 'Auslauf', where members of a dissenting religion would travel to a nearby territory where it was legally permitted. See this engraving of people from Vienna travelling to attend Hernals to attend a church service at the castle http://commons.wikimedia.org/wiki/File:Schloss_Hernals_Wien_Merian_1620.jpg
Source: The Thirty Years War: Europe's Tragedy By Peter H. Wilson pp 37-39
