Lionel Messi was born in Rosario, Argentina and grew up there and in Barcelona, Spain.
Messi is a Catholic, but his religious views are not something he talks much about, or at all for that matter.
Interestingly, an Islamic news organization reported that Messi had converted to Islam. Their sources were unconfirmed and Messi never even bothered to speak out about it. Nevertheless, rumors now abound that Messi is a Muslim. My sense of things is that he’s still a Catholic.
Messi isn’t really political himself, he just tends to be used by politicians–sometimes without his permission. A photo of Messi was used by politician Alfredo Olmedo of Salta, Argentina with the caption (loosely translated): Say yes to sports, say no to drugs. Messi pursued legal action against Olmedo.
Also, Messi’s likeness was used at an EU political conference, but only as an example of an excellent European even though he’s really Argentinian.
If Messi has any actual political views (and I’m sure he does), he manages to keep them out of the spotlight–which might be for the better as he’s a football hero to most people, not a social commentator.