Do the rituals of religion help generate the Magic in Game of Thrones? I think so.
The ritual of sipping the same water given to dying Pilgrims that offer their lives up to the Faceless God cause followers of the faceless men to become faceless men. In S6E3, a blind Arya Stark becomes no one once she sips the water. She regains her sight because she is no longer Arya Stark. She has been transformed into a being with the ability to change its appearance.
The Old Gods of the First Men/Northerners/Children of the Forest:
Folks are born with warging and green sight abilities. This is after thousands of years of worship and rituals that the first men and Children of the Forest engaged in so often it changed them physically.
The ritual of sacrificing male babies to the White Walkers by Craster or other Wildlings generates the White Walkers themselves: https://www.youtube.com/watch?v=XhyLKJgd8Zw
The White Walkers themselves are seen as Gods in this world.
Lord of Light/Valyrian Gods:
If you believe in the Lord of Light or Valyerian gods and you’re a priest or priestess you can invoke your own ritual to bring someone back from the dead:
If you believe in the great stallion in the sky and/or Valyerian gods and you invoke their rituals and you were born Targaryen you can spawn Dragons:
What do you think?
Game of Thrones: Threads at the TV Critic