David Villa was born and raised in Tuilla, Spain.
He hasn’t spoken about his personal religious views, but given that he’s a Spaniard, it’s highly likely that he, or at least his family, has something to do with the Catholic tradition.
There’s a chance Villa is a bit intolerant of at least one religion. Villa was party to an international controversy when, during a game, Villa and opponent Mesut Ozil got into a brawl. Ozil said of the incident:
I did this because I was defending my religion because David Villa insulted Islam.
Unfortunately, that seems to be the extent of Villa’s public commentary on religion.
Villa’s politics are relatively minimal as well. He has sided with “labor” in the seemingly endless austerity strikes plaguing Spain. Villa’s father was a miner and when coal miners marched in Madrid–fearing for their jobs–Villa expressed his support.
Other than that, no official political stances from the Villa camp that I can find. Let us know if anything changes.